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Some Asymptotic Tests for the Equality of the Covariance Matrices of Two Dependent Bivariate Normals
Author(s) -
Jiang Guoyong,
Sarkar Sanat K.
Publication year - 1998
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/(sici)1521-4036(199806)40:2<205::aid-bimj205>3.0.co;2-6
Subject(s) - bivariate analysis , mathematics , covariance , bioequivalence , multivariate normal distribution , statistics , covariance matrix , asymptotic distribution , statistical hypothesis testing , analysis of covariance , asymptotic analysis , sample size determination , multivariate statistics , medicine , estimator , pharmacology , bioavailability
For the problem of testing the equality of the covariance matrices of two dependent bivariate normals, five asymptotic tests are explicitly derived in this paper. Small sample performances of these tests are compared by simulating levels of significance and powers, and recommendation is made of the ones that have good performance. The recommended tests are then applied to real data from a crossover bioequivalence trial. Asymptotically distribution‐free versions of the tests derived here are also presented.