Testing Equality of Several Correlation Matrices
In this article we show that the Kullback’s statistic for testing equality of several correlation matrices may be considered a modified likelihood ratio statistic when sampling from multivariate normal populations. We derive the asymptotic null distribution of L* in series involving independent chis...
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| Yayımlandı: | Revista Colombiana de Estadística |
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| Asıl Yazarlar: | , , |
| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
Universidad Nacional de Colombia
2013
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| Konular: | |
| Online Erişim: | https://www.redalyc.org/articulo.oa?id=89929799004 |
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