SIMULTANEOUS TESTS FOR THE EQUALITY OF COVARIANCE MATRICES AGAINST CERTAIN ALTERNATIVES
AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OH
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The paper considers the problem of testing for the equality of covariance matrices against certain alternatives when the underlying populations are multivariate normal. The alternative hypotheses considered are at least one covariance matrix is not equal to the covariance matrix of the next population, at least one covariance matrix is not equal to the covariance matrix of the standard population and at least one covariance matrix is not equal to the covariance matrix of another population.
- Statistics and Probability