Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151531 | Statistics & Probability Letters | 2016 | 4 Pages |
Abstract
This paper notes that two test statistics proposed by Chen et al. (2010) and another two recently developed by Srivastava et al. (2014) for sphericity and identity of covariance matrices respectively under non-normality are essentially the same except for a scale factor.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Guangyu Mao,