Some Asymptotic Tests for the Equality of the Covariance Matrices of Two Dependent Bivariate Normals
DOI10.1002/(SICI)1521-4036(199806)40:2%3C205::AID-BIMJ205%3E3.0.CO;2-6zbMATH Open0898.62070OpenAlexW2046587421MaRDI QIDQ4397355FDOQ4397355
Guoyong Jiang, Sanat K. Sarkar
Publication date: 3 November 1998
Full work available at URL: https://doi.org/10.1002/(sici)1521-4036(199806)40:2%3C205::aid-bimj205%3E3.0.co;2-6
delta methodWald statisticasymptotically distribution-freePitman-Morgan testvariance-stabilizing transformationsasymptotic multivariate theorybioavailability/bioequivalence
Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15)
Cited In (6)
- Small sample likelihood inference for the ratio of means.
- The likelihood ratio test foe the homogeneity of the variances in a covariance matrix with block compound symmetry
- Title not available (Why is that?)
- Title not available (Why is that?)
- Testing the equality of the intra-subject treatment covariance matrices in a crossover study
- A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals
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