Publications

Y. Romain, S. Viguier (1989) COMPCOV : un outil de comparaison de plusieurs matrices de covariance. Statistique et Analyse des Données 14 37-52
ISSN:

Classification

62H15, 62H20, 62P

Keywords

covariance matrices, k-sample case, simultaneous diagonalization, principal components analysis

Abstract : Following Flury's (1988, Wiley) works, methods for comparing several covariance matrices and a related software named COMPCOV are presented. These methods include tests of equality, proportionality, total or partial simultaneous diagonalizations and equality of eigenspaces. An example for orthodontic data is given.