The Block-Matrix Sphericity Test: Exact and Near-Exact Distributions for the Test Statistic (Q4644984)

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scientific article; zbMATH DE number 6999147
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The Block-Matrix Sphericity Test: Exact and Near-Exact Distributions for the Test Statistic
scientific article; zbMATH DE number 6999147

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    The Block-Matrix Sphericity Test: Exact and Near-Exact Distributions for the Test Statistic (English)
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    9 January 2019
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    block-matrix sphericity test
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    likelihood ratio test
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    Box type asymptotic approximation
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