Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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On Testing Equality of Matrix Intraclass Covariance Matrices of $K$Multivariate Normal Populations

  • Published : 2000.04.01
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Abstract

We propose a criterion for testing homogeneity of matrix intraclass covariance matrices of K multivariate normal populations, It is based on a variable transformation intended to propose and develop a likelihood ratio criterion that makes use of properties of eigen structures of the matrix intraclass covariance matrices. The criterion then leads to a simple test that uses an asymptotic distribution obtained from Box's (1949) theorem for the general asymptotic expansion of random variables.

Keywords

References

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