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Resampling-based Methods in Single and Multiple Testing for Equality of Covariance/Correlation Matrices

Traditional resampling-based tests for homogeneity in covariance matrices across multiple groups resample residuals, that is, data centered by group means. These residuals do not share the same second moments when the null hypothesis is false, which makes them difficult to use in the setting of mult...

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Detalhes bibliográficos
Publicado no:Int J Biostat
Main Authors: Yang, Yang, DeGruttola, Victor
Formato: Artigo
Idioma:Inglês
Publicado em: 2012
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC5027617/
https://ncbi.nlm.nih.gov/pubmed/22740584
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1515/1557-4679.1388
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