The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances (Q1120209): Difference between revisions

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+Estimation for the multivariate errors-in-variables model with estimated error covariance matrix
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+Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
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+The Non-Central Wishart Distribution and Certain Problems of Multivariate Statistics
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+Estimating linear statistical relationships
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+Properties of sufficiency and statistical tests
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+On an asymptotic distribution of the characteristic roots of \(S_1S^{- 1}_2\) when roots are not all distinct
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+Asymptotic Expansions for Distributions of the Roots of Two Matrices from Classical and Complex Gaussian Populations
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+Asymptotic properties of maximum likelihood estimates in the mixed model of the analysis of variance
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+Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations
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+A multivariate one-way classification model with random effects
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+Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices
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+Publication:1120209