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Autor:
Mara Lee McLaren
Publikováno v:
Linear Algebra and its Applications. 127:601-616
This paper shows how the likelihood ratio for testing the equality of two variance-covariance matrices decomposes asymptotically into two separate tests, one for equality of the latent roots or eigenvalues, and the other for equality of the eigenvect
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::912c8f17166638a8d57aec3b0de5a2ad
https://doi.org/10.1016/0024-3795(90)90364-i
https://doi.org/10.1016/0024-3795(90)90364-i
