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 |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:34, 31 January 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
