Testing equality of generalized variances of k multivariate normal populations

DOI10.1080/03610918.2016.1204457MaRDI QIDQ4638832zbMATH OpenOpenAlexFDO

Authors Dariush Najarzadeh

Publication date 30 April 2018

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2016.1204457

zbMATH Keywords

affine invariantBartlett correctiongeneralized variancelikelihood ratio testTaylor expansion

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

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Cites work

• A measure of multivariate data concentration
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• Closed Likelihood Ratio Testing Procedures to Assess Similarity of Covariance Matrices
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 976830 (Why is no real title available?)
• scientific article; zbMATH DE number 3092167 (Why is no real title available?)
• Inferences on the generalized variance under normality
• Measures of multivariate skewness and kurtosis with applications
• Multivariate Process Variability Monitoring
• On improved interval estimation for the generalized variance
• On improving the shortest length confidence interval for the generalized variance.
• Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations
• Properties of sufficiency and statistical tests
• Stein-type improvements of confidence intervals for the generalized variance
• Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions

Cited in

(11)

• Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions
• Test for equality of standardized generalized variance with different dimensions under high-dimensional settings
• Testing equality of standardized generalized variances of k multivariate normal populations with arbitrary dimensions
• Inferences on the generalized variance under normality
• scientific article; zbMATH DE number 4062383 (Why is no real title available?)
• scientific article; zbMATH DE number 4062384 (Why is no real title available?)
• Generalizations of barlett's and hartley's tests of homogeneity using “overall variability”
• Confidence intervals for product of powers of the generalized variances of k multivariate normal populations
• Test for equality of generalized variance in high-dimensional and large sample settings
• A new confidence interval for standardized generalized variances of k -multivariate normal populations
• Generalized \(F\)-tests for the multivariate normal mean

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Uses Software

• R

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