Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices (Q1213713): Difference between revisions
From MaRDI portal
Created a new Item |
Normalize DOI. |
||
(5 intermediate revisions by 4 users not shown) | |||
Property / DOI | |||
Property / DOI: 10.1214/aos/1176342617 / rank | |||
Property / author | |||
Property / author: Chinubal G. Khatri / rank | |||
Property / author | |||
Property / author: Muni S. Srivastava / rank | |||
Property / author | |||
Property / author: Chinubal G. Khatri / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Muni S. Srivastava / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1214/aos/1176342617 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2036356167 / rank | |||
Normal rank | |||
Property / DOI | |||
Property / DOI: 10.1214/AOS/1176342617 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 16:19, 10 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices |
scientific article |
Statements
Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices (English)
0 references
1974
0 references