A robust test for comparing correlation matrices

DOI10.1080/00949659308811501zbMATH Open0775.62138OpenAlexW2116826535MaRDI QIDQ5287320FDOQ5287320

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

• Title not available (Why is that?)
• The biplot graphic display of matrices with application to principal component analysis
• An Asymptotic | chi 2 Test for the Equality of Two Correlation Matrices
• The asymptotic distribution of elements of a correlation matrix: Theory and application
• A Monte-Carlo study of asymptotically robust tests for correlation coefficients
• Testing the equality of correlation matrices

Cited In (1)

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

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