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Testing the equality of several covariance matrices with fewer observations than the dimension

โœ Scribed by Muni S. Srivastava; Hirokazu Yanagihara


Book ID
108185618
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
348 KB
Volume
101
Category
Article
ISSN
0047-259X

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Testing for the equality of several corr
โœ James R. Schott ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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