Hello,
Anyone who have used the following tests to compare covariance
matrices? Please contact me if you did. Thanks!
Manly,BFJ; Rayer,JCW (1987): The comparison of sample covariance matrices
using likelihood ratio tests. Biometrika 74, 841-847.
Rayner,JCW; Manly,BFJ; Liddell,GF (1990): Hierarchic likelihood ratio tests
for equality of covariance matrices. J. Statist. Comput. Simul. 35, 91-99.
Ainong Zhou
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