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 48 items.
- Extensions of Wilks' integral equations and distributions of test statistics (Q2266319) (← links)
- Near-exact distributions for the sphericity likelihood ratio test statistic (Q2475753) (← links)
- Testing a simple structure hypothesis in factor analysis (Q2523317) (← links)
- Latent roots and vectors of a Wishart matrix (Q2525902) (← links)
- Testing for equality of means, equality of variances, and equality of covariances under restrictions upon the parameter space (Q2534961) (← links)
- Some contributions to maximum likelihood factor analysis (Q2535495) (← links)
- Further applications of a differential equation for Hotelling's generalized \(\mathbb{T}^2_\circ\) (Q2547423) (← links)
- Simultaneous factor analysis in several populations (Q2549550) (← links)
- On the distribution of the likelihood ratio criterion for testing linear hypotheses on regression coefficients (Q2559122) (← links)
- The distribution of the sphericity test criterion (Q2559891) (← links)
- The mixed model for multivariate repeated measures: Validity conditions and an approximate test (Q2639505) (← links)
- A Family of Near-Exact Distributions Based on Truncations of the Exact Distribution for the Generalized Wilks Lambda Statistic (Q2920038) (← links)
- A Note on Bartlett's<i>M</i>Test for Homogeneity of Variances (Q3058395) (← links)
- Accurate Critical Constants for the One-Sided Approximate Likelihood Ratio Test of a Normal Mean Vector When the Covariance Matrix Is Estimated (Q3079003) (← links)
- Data depth-based nonparametric scale tests (Q3087598) (← links)
- Testing independence of several groups of variables (Q3135416) (← links)
- The exact distribution of the likelihood ratio criterion for testing the equality of diagonal elements given that the covariance matrix is diagonal (Q3214159) (← links)
- Test of independence between tow sets of variates (Q3223686) (← links)
- The block sphericity test-exact and near-exact distributions for the likelihood ratio statistic (Q3225041) (← links)
- The Likelihood ratio test for the equality of two-parameter exponential distributions based on type ii censored samples (Q3308862) (← links)
- Asymptotic expansions of the non-central distribution of milks1 statistic in the complex gaussian case (Q3345609) (← links)
- Plotting squared radii: improving the<i>x</i><sub>2</sub>approximation (Q3350466) (← links)
- Decomposition of Scatter Ratios Used in Monitoring Multivariate Process Variability (Q3585305) (← links)
- Moments of generalized quadratic forms and distributions of certain multivariate test statistics (Q3598343) (← links)
- On the distribution of the likelihood ratio test of equality of normal populations (Q3668630) (← links)
- A general procedure for deriving distributions (Q3678481) (← links)
- Testing the equality of variance-covariance matrices the robust way (Q3716081) (← links)
- A simple and asymptotically optimal test for the equality of k(≥2) exponential distributions based on type II censored samples (Q3727119) (← links)
- On testing correlation between growth curves (Q3871750) (← links)
- Bayesian inference for comparing several treatment means under a poisson model (Q3914221) (← links)
- Use of the Likelihood Ratio Test on the Uniform Distribution (Q3959267) (← links)
- A note on estimation and test for the rayleigh amplitude distribution (Q3959272) (← links)
- Maximum absolute error for bartlett's chi-square approximation (Q3963854) (← links)
- The exact distribution of the likelihood ratio criterion for testing equality of means, variances and covariances (Q4089672) (← links)
- Tests for homogeneity of extreme value scale parameters (Q4104717) (← links)
- The distribution of the determinant of correlation matrix useful in principal component analysis (Q4122615) (← links)
- Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution (Q4157835) (← links)
- Tests of Independence and Zero Correlations Among P Random Variables (Q4340607) (← links)
- On two asymptotic normal distributions for the generalized wilks lambda statistic (Q4541734) (← links)
- Approximate critical values with error bounds for bartlett's test of homogeneity of variances for unequal sample sizes (Q4743588) (← links)
- Percentage points of the statistics for testing hypotheses on mean vectors of multivariate normal distributions with missing observations (Q4768487) (← links)
- On the distribution of a statistic used for testing a multinormal mean vector with incomplete data (Q4768488) (← links)
- An exact decomposition for a class of exponential dispersion models: Application to sequential testing (Q4837805) (← links)
- A Viable Alternative to Resorting to Statistical Tables (Q5436428) (← links)
- Distance‐Based Tests for Homogeneity of Multivariate Dispersions (Q5473232) (← links)
- On the distribution of V<scp>OTAW</scp>'s likelihood ratio criterion L for testing the bipolarity of a covariance matrix (Q5538275) (← links)
- The exact distribution of a criterion for testing the hypothesis that the covariance matrix is diagonal (Q5649300) (← links)
- Rao's statistic for homogeneity of multiple parameter (Q5943796) (← links)
