On Covariance Structures.
Technical interim rept.,
AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OHIO
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In this report, the authors consider the problem of testing the hypothesis that the covariance matrix of the multivariate normal distribution has certain structure. Under certain conditions, the problem is basically reduced to the problem of testing for the multiple independence of several sets of variables and the equality of the covariance matrices within several batches of populations.
- Statistics and Probability