Testing For The Equality Of Several Correlation Matrices
Abbreviated Journal Title
Stat. Probab. Lett.
significance level; Wald statistic; Statistics & Probability
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.
Statistics & Probability Letters
"Testing For The Equality Of Several Correlation Matrices" (1996). Faculty Bibliography 1990s. 1749.