On testing the equality of latent roots of scatter matrices under ellipticity

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Authors: Gaspard Bernard, Thomas Verdebout

Journal title: Journal of Multivariate Analysis

Journal number: 199

Journal publisher: Academic Press

Published year: 2023

Published pages: 105232

DOI identifier: 10.1016/j.jmva.2023.105232

ISSN: 0047-259X