The following pages link to Daan G. Nel (Q1340288):
Displayed 23 items.
- On the distribution of the maximum likelihood estimator of Cronbach's alpha (Q93905) (← links)
- A solution to the multivariate behrens-fisher problem (Q116796) (← links)
- Item:Q1340288 (redirect page) (← links)
- A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients (Q1059953) (← links)
- The decomposition of the Behrens-Fisher statistic in \(q\)-dimensional common principal component submodels (Q1265215) (← links)
- A test to determine closeness of multivariate Satterthwaite's approximation (Q1340289) (← links)
- Tests for equality of parameter matrices in two multivariate linear models (Q1364665) (← links)
- A Comparison of Some Methods for the Selection of a Common Eigenvector Model for the Covariance Matrices of Two Groups (Q2821061) (← links)
- Simultaneous Detection of Shift in Means and Variances (Q3128768) (← links)
- The exact distributions of the univariate and multivariate behrens-fisher statistics with a comparison of several solutions in the univariate case (Q3135356) (← links)
- A procedure to select a ML-II prior in a multivariate normal case (Q3471358) (← links)
- Linear generalizations of various matric-t distributions (Q3793541) (← links)
- (Q3914196) (← links)
- (Q4042500) (← links)
- (Q4179687) (← links)
- (Q4462548) (← links)
- Allometric Extension (Q4668333) (← links)
- (Q4859968) (← links)
- Regularized covariance matrix estimation under the common principal components model (Q5084728) (← links)
- (Q5184307) (← links)
- Discriminant analysis under the common principal components model (Q5373898) (← links)
- (Q5629060) (← links)
- (Q5663250) (← links)