Title

Testing For The Equality Of Several Correlation Matrices

Authors

Authors

J. R. Schott

Comments

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Abbreviated Journal Title

Stat. Probab. Lett.

Keywords

significance level; Wald statistic; Statistics & Probability

Abstract

In this paper we obtain the Wald statistic for the test of the equality of correlation matrices. Simulation results indicate that, in most cases involving small sample sizes, this test yields actual significance levels closer to the nominal significance level than does the likelihood ratio test.

Journal Title

Statistics & Probability Letters

Volume

27

Issue/Number

1

Publication Date

1-1-1996

Document Type

Article

DOI Link

http://dx.doi.org/10.1016/0167-7152(95)00048-8

Language

English

First Page

85

Last Page

89

WOS Identifier

WOS:A1996UC72500012

ISSN

0167-7152

Recommended Citation

"Testing For The Equality Of Several Correlation Matrices" (1996). Faculty Bibliography 1990s. 1749.
https://stars.library.ucf.edu/facultybib1990/1749