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Testing the equality of several covariance matrices

✍ Scribed by Pham-Gia, T.; Turkkan, N.


Book ID
120623662
Publisher
Taylor and Francis Group
Year
2011
Tongue
English
Weight
245 KB
Volume
81
Category
Article
ISSN
0094-9655

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πŸ“œ SIMILAR VOLUMES


Testing for the equality of several corr
✍ James R. Schott πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 32 KB

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 cor