Pages that link to "Item:Q5792702"
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The following pages link to A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA (Q5792702):
Displayed 50 items.
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes (Q149039) (← links)
- Testing the structure of the covariance matrix with fewer observations than the dimension (Q450870) (← links)
- Improved additive adjustments for the LR/ELR test statistics (Q553053) (← links)
- The Laplace likelihood ratio test for heteroscedasticity (Q554788) (← links)
- Asymptotic formulas for the distributions of the determinant and the trace of a noncentral beta matrix (Q758830) (← links)
- Test for independence of two multivariate regression equations with different design matrices (Q762856) (← links)
- A test for additional information in canonical correlation analysis (Q796935) (← links)
- Near-exact distributions for the independence and sphericity likelihood ratio test statistics (Q847414) (← links)
- Contributions to multivariate analysis by Professor Yasunori Fujikoshi (Q855899) (← links)
- Error bounds for asymptotic expansions of Wilks' lambda distribution (Q855902) (← links)
- Edgeworth expansion of Wilks' lambda statistic (Q855903) (← links)
- On simultaneous confidence intervals for all contrasts in the means of the intraclass correlation model with missing data (Q855908) (← links)
- Saddlepoint method for obtaining tail probability of Wilk's likelihood ratio test (Q912516) (← links)
- Likelihood ratio tests for equality of shape under varying degrees of orientation invariance (Q943613) (← links)
- A test for independence of two sets of variables when the number of variables is large relative to the sample size (Q956401) (← links)
- High-dimensional Edgeworth expansion of a test statistic on independence and its error bound (Q979234) (← links)
- Covariance and correlation stationarity: Experiences from seven Asian emerging markets (Q1000386) (← links)
- Cobra: a package for co-breaking analysis (Q1020861) (← links)
- Sphericity test in a GMANOVA-MANOVA model with normal error (Q1036794) (← links)
- Departure of Bartlett's distribution for the homogeneity of variances for unequal sample sizes from that of equal sample sizes (Q1054090) (← links)
- On the exact non-null distribution of Wilks' L(VC) criterion and power studies (Q1054416) (← links)
- Practical methods for computing power in testing the multivariate general linear hypothesis (Q1061479) (← links)
- Exact critical values of Bartlett's test of homogeneity of variances for unequal sample sizes for two populations and power of the test (Q1090053) (← links)
- Testing a covariance matrix structure in a mixed model with no empty cells (Q1118948) (← links)
- A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals (Q1125546) (← links)
- Validation and statistical analysis procedures under the common random number correlation-induction strategy for multipopulation simulation experiments (Q1127254) (← links)
- Some small sample results for maximum likelihood estimation in multidimensional scaling (Q1133874) (← links)
- The likelihood ratio criterion and the asymptotic expansion of its distribution (Q1141979) (← links)
- Stepwise test procedures and approximate chi-square analysis (Q1144874) (← links)
- A significance test for multisample sphericity (Q1148631) (← links)
- A self-tuning regulator for multivariable systems (Q1154425) (← links)
- A simple test for heterogeneity of variance in complex factorial designs (Q1212768) (← links)
- Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices (Q1219654) (← links)
- An empirical comparison of the Z-variance and Box-Scheffe tests for homogeneity of variance (Q1221988) (← links)
- Some aspects of bivariate regression subject to linear constraints (Q1229530) (← links)
- Asymptotic expansions of the distribution of Bartlett's test and sphericity test under the local alternatives (Q1232875) (← links)
- Nonnull distribution of likelihood ratio criterion for reality of covariance matrix (Q1233275) (← links)
- Testing the equality of covariance matrices under intraclass correlation models (Q1236856) (← links)
- Asymptotic formulas for the distributions of three statistics for multivariate linear hypothesis (Q1237472) (← links)
- Some recent developments on complex multivariate distributions (Q1238380) (← links)
- A note on Box's general method of approximation for the null distributions of likelihood criteria (Q1243973) (← links)
- Analysis of some mixed-models for block and split-plot designs (Q1245225) (← links)
- Some one-sample hypothesis testing problems when there is a monotone sample from a multivariate normal population (Q1248856) (← links)
- Asymptotic non-null distributions of two test criteria for equality of covariance matrices under local alternatives (Q1253513) (← links)
- The distribution of the MLE of the uniform correlation coefficient in the multivariate normal population (Q1254075) (← links)
- Hypotheses testing for means of dependent and heterogeneous normal random variables (Q1300922) (← links)
- A Bartlett-type adjustment for the likelihood ratio statistic with an ordered alternative (Q1336921) (← links)
- A Bartlett adjustment to the likelihood ratio test for a system of equations (Q1347102) (← links)
- Continuity corrected approximations for and `exact' inference with Pearson's \(X^ 2\) (Q1361735) (← links)
- Higher-order Bartlett-type adjustment (Q1378800) (← links)