Testing a covariance matrix: exact null distribution of its likelihood criterion (Q3653253)
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English | Testing a covariance matrix: exact null distribution of its likelihood criterion |
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Testing a covariance matrix: exact null distribution of its likelihood criterion (English)
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22 December 2009
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covariance
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null distribution
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likelihood ratio
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Lambert function
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Meijer function
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multivariate distribution
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simulation
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