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

  • Sueli Aparecida Mingoti UFMG
  • Letícia Pereira Pinto UFMG
Keywords: Generalized variance, Covariance matrix, Eigenvalues, Monte Carlo, Hotelling, Hayter and Tsui.

Abstract

Author Biography

Sueli Aparecida Mingoti, UFMG
Published
2013-05-14
How to Cite
Mingoti, S., & Pinto, L. (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.emnuvens.com.br/bjopm/article/view/V9N1A1
Section
Articles