Optimal tests for homogeneity of covariance, scale, and shape

Journal of Multivariate Analysis

Volumn 100, Issue 3, 2009, Pages 422-444

  Hallin, Marc ^a,b   Paindaveine, Davy ^a  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^b Académie Royale de Belgique   (Belgium)

Author keywords

62G35; 62M15; Elliptical densities; Homogeneity of covariances; Local asymptotic normality; Locally asymptotically most stringent tests; Multivariate analysis of variance

Indexed keywords

EID: 57449117955     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2008.05.010     Document Type: Article

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