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A robust testing procedure for the equality of covariance matrices

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  • Aslam, Shagufta
  • Rocke, David M.

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  • 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
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    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(04)00181-1
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    References listed on IDEAS

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    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.
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    Cited by:

    1. Filipe J. Marques & Carlos A. Coelho & Barry C. 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. 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.
    3. 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.

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