An Asymptotic | chi 2 Test for the Equality of Two Correlation Matrices
- 1 June 1970
- journal article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 65 (330) , 904
- https://doi.org/10.2307/2284596
Abstract
An asymptotic χ2 test for the equality of two correlation matrices is derived. The key result is a simple representation for the inverse of the asymptotic covar...Keywords
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