A robust test for comparing correlation matrices

DOI10.1080/00949659308811501zbMath0775.62138OpenAlexW2116826535MaRDI QIDQ5287320

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)

Related Items (1)

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

Cites Work

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• A Monte-Carlo study of asymptotically robust tests for correlation coefficients
• The asymptotic distribution of elements of a correlation matrix: Theory and application
• Testing the equality of correlation matrices
• An Asymptotic | chi 2 Test for the Equality of Two Correlation Matrices
• The biplot graphic display of matrices with application to principal component analysis

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