Pages that link to "Item:Q1125546"
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The following pages link to A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals (Q1125546):
Displaying 4 items.
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- The likelihood ratio test foe the homogeneity of the variances in a covariance matrix with block compound symmetry (Q4541725) (← links)
- An Alternative Method for Estimating the Variance Components in a Replicated Crossover Study (Q4678799) (← links)
- Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data (Q5964276) (← links)
