covequal

CRANcovequalMaRDI QIDQ152855FDOQ152855

Test for Equality of Covariance Matrices

Maxime Turgeon

Last update: 14 October 2017

Copyright license: MIT license, File License

Software version identifier: 0.1.0

Cites work

• Multivariate analysis and Jacobi ensembles: Largest eigenvalue, Tracy–Widom limits and rates of convergence

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