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Testing for the equality of several correlation matrices

โœ Scribed by James R. Schott


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
281 KB
Volume
27
Category
Article
ISSN
0167-7152

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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