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.
Cirillo, Marcelo Angelo; Ferreira, Daniel Furtado; Sáfadi, Thelma; and Ferreira, Eric Batista
"Generalized Variances Ratio Test for Comparing k Covariance Matrices from Dependent Normal Populations,"
Journal of Modern Applied Statistical Methods: Vol. 9
, Article 6.
Available at: http://digitalcommons.wayne.edu/jmasm/vol9/iss2/6