Tests for the Equality of the Convariance Matrices of Correlated Multivariate Normal Populations,

Abstract

In the paper, the author proposes some procedures for testing the hypothesis that the diagonal blocks of the covariance matrix of a multivariate normal population are equal. These procedures are applicable under certain assumptions on the offdiagonal blocks of the covariance matrix. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1973
Accession Number
AD0765167

Entities

People

  • Paruchuri R. Krishnaiah

Organizations

  • Air Force Research Laboratory

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Covariance
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics

Fields of Study

  • Mathematics

Readers

  • Linear Algebra
  • Statistical inference.