Testing dimensionality in the multivariate analysis of variance (Q1186629): Difference between revisions

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+What Should Be Done When an Estimated Between-Group Covariance Matrix Is Not Nonnegative Definite?
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+A note on the limiting distribution of certain characteristic roots
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+Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
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+Q5795318
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+Q5808640
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+Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
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+Asymptotic Theory for Principal Component Analysis
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+Q3796553
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+The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances
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+A Monotonicity Property of the Power Functions of Some Tests of the Equality of Two Covariance Matrices
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+Q3763393
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+Generalized Least Squares Estimation of a Genotypic Covariance Matrix
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+A multivariate one-way classification model with random effects
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