Two step-down tests for equality of covariance matrices
โ Scribed by Sanjay Chaudhuri; Michael D. Perlman
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 356 KB
- Volume
- 417
- Category
- Article
- ISSN
- 0024-3795
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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
An approximate degrees of freedom test is suggested for hypotheses of the kind H 0 : C$8 1 M=C$8 2 M in two independent multivariate linear models: Y i =X i 8 i += i , i=1, 2, under the assumption of error matrix variate normality and heteroscedasticity. It is shown for specific vector choices of th