Description
| Abstract: | In this note we propose two procedures for testing homogeneity of covariance matrices that are both extensions of Hartley's (1940) test for equality of variances. The first is a two-stage procedure where the first step is a simple test for equality of the largest eigenvalues, and corresponding eigenvectors, of the covariance matrices. The second is based on projection pursuit and seems harder to apply in practice. |
|---|
| Item Description: | Offprint: Communications in statistics. |
|---|
| Physical Description: | 12 leaves, 3 unnumbered leaves : illustrations ; 28 cm |
|---|
| Bibliography: | Includes bibliographical references (leaf 11). |
|---|