Search Results - subject:"covariance matrices"

An unbiased likelihood ratio test for equality of the covariance matrices in several multivariate normal populations with partially known means

Holmquist, Björn - In: Statistics & Probability Letters 5 (1987) 2, pp. 99-103

Let samples from d multivariate normal populations be given with unknown covariance matrices [Sigma]k, k = 1,..., and … test which rejects the hypothesis of equality of the covariance matrices for large values of the test statistic where n …

Persistent link: https://www.econbiz.de/10005259231

Minimum rank and minimum trace of covariance matrices

Riccia, Giacomo; Shapiro, Alexander - In: Psychometrika 47 (1982) 4, pp. 443-448

Persistent link: https://www.econbiz.de/10005184195

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