A robust test for comparing correlation matrices

DOI10.1080/00949659308811501MaRDI QIDQ5287320zbMATHOpenAlexFDO

Authors Reza Modarres, Robert W. Jernigan

Publication date 23 August 1993

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659308811501

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

Cites work

• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• A Monte-Carlo study of asymptotically robust tests for correlation coefficients
• An Asymptotic | chi 2 Test for the Equality of Two Correlation Matrices
• Testing the equality of correlation matrices
• The asymptotic distribution of elements of a correlation matrix: Theory and application
• The biplot graphic display of matrices with application to principal component analysis

Cited in

(1)

• Compact matrix expressions for generalized Wald tests of equality of moment vectors

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