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March, 1951 Testing Proportionality of Covariance Matrices
Walter T. Federer
Ann. Math. Statist. 22(1): 102-106 (March, 1951). DOI: 10.1214/aoms/1177729697


The problem of comparing the proportionality of covariance matrices often arises in genetic experiments. Knowledge of nonproportionality of covariance matrices is useful in selection work and in genetic interpretations. In developing a test of significance for this contrast, the likelihood ratio criterion was used. Likelihood ratio tests were obtained for two sets and for three sets of independent variance-covariance matrices. The test for $r$ independent covariances was indicated and some unsolved problems were cited.


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Walter T. Federer. "Testing Proportionality of Covariance Matrices." Ann. Math. Statist. 22 (1) 102 - 106, March, 1951.


Published: March, 1951
First available in Project Euclid: 28 April 2007

zbMATH: 0042.14501
MathSciNet: MR39963
Digital Object Identifier: 10.1214/aoms/1177729697

Rights: Copyright © 1951 Institute of Mathematical Statistics

Vol.22 • No. 1 • March, 1951
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