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A DIAGNOSTIC METHOD OF DETECTING OUTLIERS IN TESTING THE EQUALITY OF TWO COVARIANCE MATRICES

A DIAGNOSTIC METHOD OF DETECTING OUTLIERS IN TESTING THE EQUALITY OF TWO COVARIANCE MATRICES

The local influence method introduced by Cook (1986) is adapted to the detection of influential observations in testing the equality of two covariance matrices. The method is very informative in that it clearly identifies individually and jointly influential observations. An illustrative example is given to show the effectiveness of the …