Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Testing Homogeneity of Diagonal Covariance Matrices of K Multivariate Normal Populations

  • Published : 1999.12.01
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Abstract

We propose a criterion for testing homogeneity of diagonal covariance matrices of K multivariate normal populations. It is based on a factorization of usual likelihood ratio intended to propose and develop a criterion that makes use of properties of structures of the diagonal convariance matrices. The criterion then leads to a simple test as well as to an accurate asymptotic distribution of the test statistic via general result by Box (1949).

Keywords

References

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