A note on homogeneity tests of covariance matrices
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Publication:3473235
DOI10.1080/03610928908830037zbMATH Open0696.62238OpenAlexW2003332814MaRDI QIDQ3473235FDOQ3473235
Authors:
Publication date: 1989
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928908830037
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Cites Work
Cited In (11)
- Title not available (Why is that?)
- On testing for homogeneity of the covariance matrices.
- Title not available (Why is that?)
- Nonparametric Test for Eigenvalues of Covariance Matrix in Multipopulation
- On the test for the homogeneity of a parameter matrix with some rows constrained by synchronized order restrictions
- Title not available (Why is that?)
- On some tests of the covariance matrix under general conditions
- Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality
- Optimal tests for homogeneity of covariance, scale, and shape
- Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices
- Two step-down tests for equality of covariance matrices
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