COMPCOV : un outil de comparaison de plusieurs matrices de covariance
Romain, Y. ; Viguier, S.
Statistique et analyse des données, Tome 14 (1989), p. 37-52 / Harvested from Numdam
Publié le : 1989-01-01
@article{SAD_1989__14_3_37_0,
     author = {Romain, Y. and Viguier, S.},
     title = {COMPCOV : un outil de comparaison de plusieurs matrices de covariance},
     journal = {Statistique et analyse des donn\'ees},
     volume = {14},
     year = {1989},
     pages = {37-52},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/SAD_1989__14_3_37_0}
}
Romain, Y.; Viguier, S. COMPCOV : un outil de comparaison de plusieurs matrices de covariance. Statistique et analyse des données, Tome 14 (1989) pp. 37-52. http://gdmltest.u-ga.fr/item/SAD_1989__14_3_37_0/

T.W. Andersont (1984) : An Introduction to Multivariate Statistical Analysis. 2nd edition, J.Wiley, New-York. | MR 771294 | Zbl 0083.14601

T.W. Anderson, K.T. Fang, H.Hsu (1986) : Maximum Likelihood Estimates and Likelihood Ratio Criteria for Multivariate Elliptically Contoured Distributions. Canadian Jour. of Statistics vol.14, n°l, pp 55-59. | MR 839290 | Zbl 0587.62104

O.E. Barndorff-Nielsen, P. Hall (1988) : On the level-error after Bartlett adjustment of the likelihood ratio statistic. Biometrika vol.75, n°2, pp374-378. | MR 946056 | Zbl 0638.62019

K.H. Chen, J. Robinson (1989), : Comparison of Factor Spaces of Two Related Populations Jour. Mult. Analysis, vol 28, pp 190-203. | MR 991945 | Zbl 0667.62043

D.B. Clarkson (1988) : A Remark on Algorithm AS211 : the FG-Diagonalization Algorithm. Applied Statistics, vol 37, pp 147-151

L.C.A. Corsten, K.R. Gabriel (1976) : Graphical Exploration in Comparing Variance Matrices. Biometrics, vol.32, pp851-863. | Zbl 0343.62049

D.R. Cox, N.J.H. Small (1978) : Testing Multivariate Normality. Biometrika, vol 65, pp 263-272. | Zbl 0386.62041

H. Delage (1989) : Etude céphalométrique et dentaire d'un échantillon d'enfants dysmorphiques basques en âge orthodontique. Comparaison avec une série équivalente d'origine polyrégionale. Thèse d'Etat en Odontologie, Paris V, à paraître.

D. Edwards, T. Havranek (1987) : A Fast Model Selection Procedure for Large Families of Models. Jour. Amer. Stat. Assoc., vol.82, pp205-213. | MR 883347 | Zbl 0607.62086

P.S. Eriksen (1987) : Proportionality of Covariance Matrices. Annals of Stat., vol 15, n°2 pp 732-748. | MR 888437 | Zbl 0628.62060

B.N. Flury (1983) : Some Relations Between the Comparison of Covariance Matrices and Principal Component Analysis. Comp. Statist. and Data Anal., n°l, pp 97-109. | Zbl 0555.62052

B.N. Flury (1984) : Common Principal Components in k Groups. J.Amer.Stat. Assoc., vol. 79, n° 388, pp 892-898. | MR 770284

B.N. Flury ( 1986a) : Asymptotic Theory for Common Principal Component Analysis. Ann. Math. Statist. vol 14, pp 418-430. | MR 840506 | Zbl 0613.62075

B.N. Flury ( 1986b) : Proportionality of k Covariance Matrices. Stat. and Prob. Letters. vol 4 pp 29-33. | MR 822722 | Zbl 0582.62043

B.N. Flury (1987) : Two Generalizations of the Common Principal Component Model. Biometrika, vol 74, n°l,pp 59-69. | MR 885919 | Zbl 0613.62076

B.N. Flury (1988) : Common Principal Components and Related Multivariate Models. J.Wiley, New-York. | MR 986245 | Zbl 1081.62535

B.N. Flury, G. Constantine (1985): Algorithm AS211 : The FG-diagonalization Algorithm. Applied Statistics, vol 34, pp 177-183.

B.N. Flury, W. Gautschi (1986) : An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symetric Matrices to nearly Diagonal form. SIAM. Jour. Sci. Statis. Comput. vol.7, pp 169-184. | MR 819466 | Zbl 0614.65043

K.R. Gabriel (1969) : Simultaneous Test Procedures - Some Theory of Multiple Comparisons. Ann. Math. Statist., vol. 40, pp224-250. | MR 240931 | Zbl 0198.23602

S. Holm (1979) : A Simple Sequentially Rejective Multiple Test Procedure. Scand. J. Statist., vol.6, pp65-70. | MR 538597 | Zbl 0402.62058

G. Hommel (1988) : A stagewise rejective multiple test procedure based on a modified Bonferroni test. Biometrika, vol.75, n°2, pp383-386. | Zbl 0639.62025

U.C. Jaiswal, J.P. Jain (1989) : An Approximate Method for Assessing Multivariate Normality, Jour. Ind. Soc. Ag. Statist. vol.XL, n°2, pp 164-168.

S.T. Jensen, S. Johansen (1987) : Estimation of Proportional Covariances. Stat. and Prob. Letters, 6, pp 83-85. | MR 907265 | Zbl 0628.62055

B.P. Korin (1969) : On testing the equality of k covariance matrices. Biometrika, vol.56, pp216-218.

H.A.L. Kiers, J.M.F. Ten Berge (1989) : Alternating Least Squares for Simultaneous Components Analysis with equal Component Weight Matrices in two or more Populations. Psychometrika, vol.54, n°3, pp515-521.

W.J. Krzanowski (1979) : Between-group Comparison of Principal Components. Jour. Amer. Stat. Assoc. vol. 74, n°367, pp 703-707. | MR 548268 | Zbl 0459.62042

W.J. Krzanowski (1984) : Principal Component Analysis in the presence of Group Structure. Applied Statistics, vol.33, n°2, pp 164-168.

K. Larntz, M.D. Perlman (1986) : A simple Test for the Equality of Correlation Matrices. Stat. Decision Th. and Rel. Topics IV, n°2, pp289-298. | Zbl 0664.62054

J. Levin (1966) : Simultaneous Factor Analysis of Several Gaussian Matrices. Psychometrika vol.31, pp 413-420. | MR 198614

B.F.J. Manly, J.C.W. Rayner (1987) : The Comparison of Sample Covariance Matrices using Likelihood Ratio Tests. Biometrika, vol.74, n°4, pp 841-847. | MR 919852 | Zbl 0628.62061

R.E. Millsap, W. Meredith (1989) : Component Analysis in Cross-Sectionnal and Longitudinal Data. Psychometrika, à paraître. | Zbl 0718.62133

J. Møller (1986) : Bartlett adjustments for Structured Covariances. Scand. Jour. Stat., vol. 13, pp 1-15. | MR 844031 | Zbl 0627.62061

R.J. Muirhead (1982) : Aspects of Multivariate Statistical Theory. J.Wiley, New-York. | MR 652932 | Zbl 0556.62028

A.M. Parhizgari, A.J. Prakash (1989) : Test of the Equality of Dispersion Matrices, Algorithm AS 250. Applied Statistics, pp553-564. | Zbl 0715.62105

M.D. Perlman (1980) : Unbiaisedness of the Likelihood Ratio Tests for Equality of Several Covariance Matrices and Equality of Several Multivariate Normal Populations. Ann. Stat., vol.8, n°2, pp 247-263. | MR 560727 | Zbl 0427.62029

J.P. Royston (1983) : Some Techniques for assessing Multivariate Normality based on Shapiro-Wilk W. Applied Statistics, vol.32, pp 121-133. | Zbl 0536.62043

J.R. Schott (1988) : Common Principal Components Subspaces in two Groups. Biometrika, vol.75, n°2, pp 229-236. | MR 946048 | Zbl 0638.62057

P.K. Sen, M.L. Puri (1968) : On a Class of Multivariate Multisample Rank Order Tests II. Tests for Homogeneity of Dispersion Matrices. Sankhya, vol.30, ppl-22. | MR 226771 | Zbl 0209.21103

S. Viguier (1989) : Notice d'utilisation du logiciel COMPCOV. Note interne, Labo. Stat. et Prob., UPS Toulouse.