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Testing for the equality of several correlation matrices

โœ Scribed by James R. Schott


Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
32 KB
Volume
36
Category
Article
ISSN
0167-7152

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โœฆ Synopsis


The final equation given in the proof of Theorem 2 is incorrect. The asymptotic distribution of the statistic in Theorem 2 is not affected by this error when the common correlation matrix is the identity matrix. For this reason, the simulation results did not reveal the presence of an error. The corrected equation is


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