Visualizing Tests for Equality of Covariance Matrices

DOI10.1080/00031305.2018.1497537OpenAlexW2803189886WikidataQ129557977 ScholiaQ129557977MaRDI QIDQ5869269FDOQ5869269

Authors: Matthew Sigal, Michael Friendly 

Publication date: 28 September 2022

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.05756

Recommendations

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• scientific article; zbMATH DE number 1558096
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zbMATH Keywords

MANOVAgraphicsBox M test

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Robust statistic for the one-way MANOVA
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• Properties of sufficiency and statistical tests
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• Robust Tests for the Equality of Variances
• Title not available (Why is that?)
• Title not available (Why is that?)
• Comparative Robustness of Six Tests in Multivariate Analysis of Variance
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• Elliptical insights: understanding statistical methods through elliptical geometry
• Robust and efficient one-way MANOVA tests
• Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions
• Title not available (Why is that?)
• The impact of Levene's test of equality of variances on statistical theory and practice
• NON-NORMALITY AND TESTS ON VARIANCES
• Data-based graphics: Visual display in the decades to come
• Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices
• THE USE OF RANGE IN ANALYSIS OF VARIANCE

Cited In (1)

• Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices

Uses Software

• R

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