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Multivariate Hypothesis Tests

Michail Tsagris

Last update: 20 October 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0

Hypothesis tests for multivariate data. Tests for one and two mean vectors, multivariate analysis of variance, tests for one, two or more covariance matrices. References include: Mardia K.V., Kent J.T. and Bibby J.M. (1979). Multivariate Analysis. ISBN: 978-0124712522. London: Academic Press.




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