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August, 1967 Tests for the Equality of Covariance Matrices under the Intraclass Correlation Model
P. R. Krishnaiah, P. K. Pathak
Ann. Math. Statist. 38(4): 1286-1288 (August, 1967). DOI: 10.1214/aoms/1177698801


In certain multivariate problems involving several populations, the covariance structure of the populations is such that all covariance matrices can be diagonalized simultaneously by a fixed orthogonal transformation. In the transformed problem one has a number of independent univariate populations. Consequently certain hypotheses in the original problem become equivalent to simultaneous hypotheses on these univariate populations in the transformed model. Using this approach we propose a test procedure for testing the hypothesis of equality of covariance matrices against a certain alternative under the intraclass correlation model. The relative advantages of our procedure over that of Srivastava's procedure [6] are also discussed. Finally we indicate how the problem of testing for the equality of covariance matrices under a more general set up can be reduced to a univariate problem.


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P. R. Krishnaiah. P. K. Pathak. "Tests for the Equality of Covariance Matrices under the Intraclass Correlation Model." Ann. Math. Statist. 38 (4) 1286 - 1288, August, 1967.


Published: August, 1967
First available in Project Euclid: 27 April 2007

zbMATH: 0166.15201
MathSciNet: MR214226
Digital Object Identifier: 10.1214/aoms/1177698801

Rights: Copyright © 1967 Institute of Mathematical Statistics

Vol.38 • No. 4 • August, 1967
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