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On an optimum test of the equality of two covariance matrices

โœ Scribed by N. Giri


Publisher
Springer Japan
Year
1992
Tongue
English
Weight
296 KB
Volume
44
Category
Article
ISSN
0020-3157

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Testing for the Equality of the Variance
โœ Patricia L. Smith; Anant M. Kshiesagar ๐Ÿ“‚ Article ๐Ÿ“… 1985 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 418 KB ๐Ÿ‘ 2 views

Assume a joint 2p-variate normal distribution for the p-component vectors and y with unknown mean and unknown variance-covariance matrices Zz. and Zuyy respectively, with Cov (5, y) =Zzu. No assumptions are made about the nature of Zzu. The likelihood ratio method is investigated to test the hypoth