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Disambiguation of "Schott, James R."

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Testing equality of covariance matrices when data are incomplete.

, and . Comput. Stat. Data Anal., 51 (9): 4227-4239 (2007)

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James R Krabill

James R Harrison

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Other publications of authors with the same name

Estimating correlation matrices that have common eigenvectors. Computational Statistics & Data Analysis, 27 (4): 445--459 (Jun 5, 1998)An adjustment for a test concerning a principal component subspace. Statistics & Probability Letters, 7 (5): 425--430 (April 1989)Eigenprojections and the equality of latent roots of a correlation matrix. Computational Statistics & Data Analysis, 23 (2): 229--238 (Dec 11, 1996)Testing the equality of correlation matrices when sample correlation matrices are dependent. Journal of Statistical Planning and Inference, 137 (6): 1992--1997 (Jun 1, 2007)An improved chi-squared test for a principal component. Statistics & Probability Letters, 5 (5): 361--365 (August 1987)Some tests for the equality of covariance matrices. Journal of Statistical Planning and Inference, 94 (1): 25--36 (Mar 1, 2001)Testing for the redundancy of variables in principal components analysis. Statistics & Probability Letters, 11 (6): 495--501 (June 1991)Testing for the equality of several correlation matrices. Statistics & Probability Letters, 27 (1): 85--89 (Mar 15, 1996)A test for the equality of covariance matrices when the dimension is large relative to the sample sizes. Computational Statistics & Data Analysis, 51 (12): 6535--6542 (Aug 15, 2007)A test for proportional covariance matrices. Computational Statistics & Data Analysis, 32 (2): 135--146 (Dec 28, 1999)