Optimal tests for homogeneity of covariance, scale, and shape
نویسندگان
چکیده
منابع مشابه
Optimal tests for homogeneity of covariance, scale, and shape
The assumption of homogeneity of covariance matrices is the fundamental prerequisite of a number of classical procedures in multivariate analysis. Despite its importance and long history, however, this problem so far has not been completely settled beyond the traditional and highly unrealistic context of multivariate Gaussian models. And the modified likelihood ratio tests (MLRT) that are used ...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2009
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2008.05.010