ALTERNATIVE HYPOTHESIS TESTS FOR THE COVARIANCE MATRIX BASED ON EIGENVALUES AND MULTIVARIATE NORMALITY

Authors

  • Sueli Aparecida Mingoti UFMG
  • Letícia Pereira Pinto UFMG

Keywords:

Generalized variance, Covariance matrix, Eigenvalues, Monte Carlo, Hotelling, Hayter and Tsui.

Abstract

Downloads

Download data is not yet available.

Author Biography

Sueli Aparecida Mingoti, UFMG

Downloads

Published

2013-05-14

How to Cite

Mingoti, S. A., & Pinto, L. P. (2013). ALTERNATIVE HYPOTHESIS TESTS FOR THE COVARIANCE MATRIX BASED ON EIGENVALUES AND MULTIVARIATE NORMALITY. Brazilian Journal of Operations & Production Management, 9(1), 9–27. Retrieved from https://bjopm.org.br/bjopm/article/view/V9N1A1

Issue

Section

Articles