Testing the equality of variance-covariance...

Testing the equality of variance-covariance matrices the robust way

Abstract

The robust statistic T2 Dproposed by Tiku and Singh (1982) for testing the equality of mean vectors of two mu1 t ivariate populations is modified to test the equality of variance-covariance matrices.

Authors

Tiku ML; Balakrishnan N

Journal

Communication in Statistics- Theory and Methods, Vol. 14, No. 12, pp. 3033–3051

Publisher

Taylor & Francis

Publication Date

January 1, 1985

DOI

10.1080/03610928508829093

ISSN

0361-0926

Associated Experts

Narayanaswamy Balakrishnan

Professor, Faculty of Science

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