Testing the equality of several covariance matrices
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Cites work
- Admissible Bayes Character of T^2-, R^2-, and Other Fully Invariant Tests for Classical Multivariate Normal Problems
- Asymptotic formulae for the distributions of some criteria for tests of equality of covariance matrices
- Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models
- Exact distribution of the generalized Wilks's statistic and applications
- scientific article; zbMATH DE number 3136275 (Why is no real title available?)
- scientific article; zbMATH DE number 4062374 (Why is no real title available?)
- scientific article; zbMATH DE number 41076 (Why is no real title available?)
- scientific article; zbMATH DE number 3583127 (Why is no real title available?)
- scientific article; zbMATH DE number 3620755 (Why is no real title available?)
- scientific article; zbMATH DE number 3390165 (Why is no real title available?)
- On some tests of the covariance matrix under general conditions
- Properties of Power Functions of Some Tests Concerning Dispersion Matrices of Multivariate Normal Distributions
- Properties of sufficiency and statistical tests
- Statistical Discrimination Analysis Using the Maximum Function
- Testing a covariance matrix: exact null distribution of its likelihood criterion
- Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations
Cited in
(22)- Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices
- Testing for the equality of several correlation matrices
- Distributions of powers of the central beta matrix variates and applications
- The simultaneous test of equality and circularity of several covariance matrices
- Products of ratios of gamma functions -- an application to the distribution of the test statistic for testing the equality of covariance matrices
- An exact test about the covariance matrix
- Testing block sphericity of a covariance matrix
- On the tiku-balakrishnan tests for equality of covariance matrices
- Testing a covariance matrix: exact null distribution of its likelihood criterion
- The Covariance Matrix of the Information Matrix Test
- scientific article; zbMATH DE number 4028645 (Why is no real title available?)
- Testing the equality of correlation matrices
- Distribution of the product of determinants of noncentral bimatrix beta variates
- Saddlepoint approximations for P-values of some tests of covariance matrices
- scientific article; zbMATH DE number 1789815 (Why is no real title available?)
- On Multiple Covariance Equality Testing with Application to SAR Change Detection
- Testing Equality of Multiple Power Spectral Density Matrices
- scientific article; zbMATH DE number 4538 (Why is no real title available?)
- A STATISTIC FOR TESTING THE EQUALITY OF EIGENVALUE OF COVARIANCE MATRIX ON MULTIPOPULATION
- An accurate test for the equality of covariance matrices from decomposable graphical Gaussian models
- Visualizing Tests for Equality of Covariance Matrices
- Assessing the pattern of covariance matrices via an augmentation multiple testing procedure
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