Please use this identifier to cite or link to this item: http://repositorio.ufla.br/jspui/handle/1/15328
metadata.artigo.dc.title: Generalized variances ratio test for comparing k covariance matrices from dependent normal populations
metadata.artigo.dc.creator: Cirillo, Marcelo Angelo
Ferreira, Daniel Furtado
Sáfadi, Thelma
Ferreira, Eric Batista
metadata.artigo.dc.subject: Dependent normal
Bootstrap
Variances generalized
Covariance matrices
Dependent normal
Variações generalizadas
Matrizes de covariância
metadata.artigo.dc.publisher: Wayne State University
metadata.artigo.dc.date.issued: Nov-2010
metadata.artigo.dc.identifier.citation: CIRILLO, M. A. et al. Generalized variances ratio test for comparing k covariance matrices from dependent normal populations. Journal of Modern Applied Statistical Methods, [S. l.], v. 9, n. 2, p. 369-378, Nov. 2010.
metadata.artigo.dc.description.abstract: New tests based on the ratio of generalized variances are presented to compare covariance matrices from dependent normal populations. Monte Carlo simulation concluded that the tests considered controlled the Type I error, providing empirical probabilities that were consistent with the nominal level stipulated.
metadata.artigo.dc.identifier.uri: http://digitalcommons.wayne.edu/jmasm/vol9/iss2/6/
repositorio.ufla.br/jspui/handle/1/15328
metadata.artigo.dc.language: en_US
Appears in Collections:DEX - Artigos publicados em periódicos

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