Large Sample Tests for the Equality of Two Covariance Matrices

DOI10.1214/AOMS/1177692708zbMATH Open0255.62050OpenAlexW2005749490MaRDI QIDQ5670100FDOQ5670100

Authors: Maxwell W. J. Layard 

Publication date: 1972

Published in: Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177692708

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Hypothesis testing in multivariate analysis (62H15)

Cited In (4)

• On the tiku-balakrishnan tests for equality of covariance matrices
• An asymptotic analysis of the regret risk in discriminant analysis under various training schemes.
• Factor analysis for non-normal variables
• DETECTING CHAOTIC DRIVE–RESPONSE GEOMETRY IN GENERALIZED SYNCHRONIZATION

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