Cohen, Arthur; Marden, John I. - In: Journal of Multivariate Analysis 27 (1988) 1, pp. 131-150
The problem of testing equality of two normal covariance matrices, [Sigma]1 = [Sigma]2 is studied. Two alternative hypotheses, [Sigma]1 [not equal to] [Sigma]2 and [Sigma]1 - [Sigma]2 0 are considered. Minimal complete classes among the class of invariant tests are found. The group of...
