The simultaneous test of equality and circularity of several covariance matrices
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DOI: 10.1080/15598608.2018.1482806
Abstract: The equality of covariance matrices test is widely used in many statistical procedures, and recently, matrices with a circular pattern, which are particular cases of the well-known Toeplitz matrices, have been considered in practical applications.… read more here.
Keywords: covariance matrices; equality circularity; test;