Journal article
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 1985
DOI
10.1080/03610928508829093
ISSN
0361-0926