BOOK-CHAPTER
Testing Hypotheses of Equality of Covariance Matrices
Jianfeng YaoShurong ZhengZhidong Bai
Year: 2015 Cambridge University Press eBooks Pages: 140-171 Publisher: Cambridge University Press
Abstract
A summary is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Keywords:
Covariance Covariance intersection Mathematics Econometrics Psychology Estimation of covariance matrices Statistics
Metrics
1
Cited By
1.49
FWCI (Field Weighted Citation Impact)
0
Refs
0.84
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Mathematical Inequalities and Applications
Physical Sciences → Mathematics → Applied Mathematics
Random Matrices and Applications
Physical Sciences → Mathematics → Statistics and Probability
Related Documents
JOURNAL ARTICLE
Testing Pattern Hypotheses for Covariance Matrices
Journal: Psychometrika Year: 1974 Vol: 39 (2)Pages: 189-201
BOOK-CHAPTER
On Testing Equality of Covariance Matrices
SpringerBriefs in statistics Year: 2013 Pages: 17-29
JOURNAL ARTICLE
Testing the equality of several covariance matrices
Journal: Journal of Statistical Computation and Simulation Year: 2011 Vol: 81 (10)Pages: 1233-1246
JOURNAL ARTICLE
Testing hypotheses about covariance matrices using bootstrap methods
Journal: Communication in Statistics- Theory and Methods Year: 1993 Vol: 22 (3)Pages: 723-739
JOURNAL ARTICLE
Testing Equality of Covariance Matrices via Pythagorean Means
Jin Seo ChoPeter C.B. Phillips
Journal: SSRN Electronic Journal Year: 2014