Visualizing Tests for Equality of Covariance Matrices

DOI10.1080/00031305.2018.1497537MaRDI QIDQ5869269zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

Box M testgraphicsMANOVA

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices
• Comparative Robustness of Six Tests in Multivariate Analysis of Variance
• Data-based graphics: Visual display in the decades to come
• Elliptical insights: understanding statistical methods through elliptical geometry
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• scientific article; zbMATH DE number 3637090 (Why is no real title available?)
• scientific article; zbMATH DE number 3314854 (Why is no real title available?)
• scientific article; zbMATH DE number 3046453 (Why is no real title available?)
• scientific article; zbMATH DE number 3103746 (Why is no real title available?)
• Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions
• NON-NORMALITY AND TESTS ON VARIANCES
• Properties of sufficiency and statistical tests
• Robust and efficient one-way MANOVA tests
• Robust statistic for the one-way MANOVA
• Robust Tests for the Equality of Variances
• The impact of Levene's test of equality of variances on statistical theory and practice
• 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

Describes a project that uses

Uses Software

• R

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