Optimal tests for homogeneity of covariance, scale, and shape

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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