Testing for the equality of several correlation matrices

Statistics and Probability Letters

Volumn 27, Issue 1, 1996, Pages 85-89

  Schott, James R ^a  

^a UNIVERSITY OF CENTRAL FLORIDA   (United States)

Author keywords

Significance level; Wald statistic

Indexed keywords

EID: 0030584445     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-7152(95)00048-8     Document Type: Article

References (7)

1. Graybill, F.A. (1983), Matrices with Applications in Statistics (Wadsworth, Belmont, CA).
2. James, G.S. (1954), Tests of linear hypotheses in univariate and multivariate analysis when the ratio of the population variances are unknown, Biometrika 41, 19-43.
3. Krzanowski, W.J. (1993), Permutational tests for correlation matrices, Statist. Comput. 3, 37-44.
4. Magnus, J.R. (1988), Linear Structures (Oxford Univ. Press, New York).
5. Manly, B.F.J. and J.C.W. Rayner (1987), The comparison of sample covariance matrices using likelihood ratio tests, Biometrika 74, 841-847.
6. Muirhead, R.J. (1982), Aspects of Multivariate Statistical Theory (Wiley, New York).
7. Rayner, J.C.W., B.F.J. Manly and G.F. Liddell (1990), Hierarchic likelihood ratio tests for equality of covariance matrices, J. Statist. Comput. Simulation 35, 91-99.