Testing the equality of variance-covariance matrices the robust way |
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| Authors: | M. L. Tiku N. Balakrishnan |
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| Affiliation: | Department of Mathematical Sciences , McMaster University , Hamilton, Ontario, Canada |
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| 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. |
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| Keywords: | variance-covariance matrices likelihood-ratio tests modified maximum likelihood estimators outliers nonparametric tests |
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