What is Homogeneity of Covariance Matrices

Covariance matrix is the matrix whose element in the a ij position is the covariance between the i th and j th elements of a random vector and the diagonal elements are the individual variances. Many multivariate statistical methods are applicaple based on the assumption of equality/homogeneity of covariance matrices if different groups.

High-Dimensional Statistical and Data Mining Techniques

Gokmen Zararsiz (Hacettepe University Ankara, Turkey)