IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v49y2005i3p863-874.html
   My bibliography  Save this article

A robust testing procedure for the equality of covariance matrices

Author

Listed:
  • Aslam, Shagufta
  • Rocke, David M.

Abstract

No abstract is available for this item.

Suggested Citation

  • Aslam, Shagufta & Rocke, David M., 2005. "A robust testing procedure for the equality of covariance matrices," Computational Statistics & Data Analysis, Elsevier, vol. 49(3), pages 863-874, June.
    • Handle: RePEc:eee:csdana:v:49:y:2005:i:3:p:863-874
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(04)00181-1
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Grübel, Rudolf & Rocke, David M., 1990. "On the cumulants of affine equivariant estimators in elliptical families," Journal of Multivariate Analysis, Elsevier, vol. 35(2), pages 203-222, November.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Filipe Marques & Carlos Coelho & Barry Arnold, 2011. "A general near-exact distribution theory for the most common likelihood ratio test statistics used in Multivariate Analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(1), pages 180-203, May.
    2. Jamshidian, Mortaza & Schott, James R., 2007. "Testing equality of covariance matrices when data are incomplete," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4227-4239, May.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.

      More about this item

      Statistics

      Access and download statistics

      Corrections

      All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:49:y:2005:i:3:p:863-874. See general information about how to correct material in RePEc.

      If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

      If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

      If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

      For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

      Please note that corrections may take a couple of weeks to filter through the various RePEc services.

      IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.