Generalized Variances Ratio Test for Comparing k Covariance Matrices from Dependent Normal Populations

Authors

Marcelo Angelo Cirillo, Federal University of Lavras, BrazilFollow
Daniel Furtado Ferreira, Federal University of Lavras, Lavras BrazilFollow
Thelma Sáfadi, Federal University of Lavras, Lavras BrazilFollow
Eric Batista Ferreira, Federal University of Alfenas, BrazilFollow

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.

DOI

10.22237/jmasm/1288584300