Large Sample Tests for the Equality of Two Covariance Matrices

DOI10.1214/AOMS/1177692708MaRDI QIDQ5670100zbMATH OpenOpenAlexFDO

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)

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

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