Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices
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Publication:4031149
DOI10.2307/2290273zbMath0781.62084OpenAlexW4244685585MaRDI QIDQ4031149
Publication date: 1 April 1993
Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3450
resamplingbootstrap critical valuestest validitytesting equality of covariance matricesBartlett's modified likelihood ratio statisticpooled bootstrap procedurequadratic form test statistics
Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
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