The comparison of sample covariance matrices using likelihood ratio tests
BRYAN F. J. MANLY, J. C. W. RAYNER
Biometrika · 1987 · Volume 74 · Issue 4
Abstract
The standard method for the comparison of two or more sample covariance matrices is the likelihood ratio test. The purpose of the present paper is to show how this test can be made more informative by hierarchically partitioning the test statistic into three components.
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