Pages that link to "Item:Q4275798"

The following pages link to Testing hypotheses about covariance matrices using bootstrap methods (Q4275798):

Displaying 8 items.

• Discussion about the quality of F-ratio resampling tests for comparing variances (Q261475) (← links)
• Comparing latent means without mean structure models: a projection-based approach (Q316731) (← links)
• Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues (Q605864) (← links)
• Tests of covariance matrix by using projection pursuit and bootstrap method (Q1272730) (← links)
• Checking the adequacy of the multivariate semiparametric location shift model (Q1776869) (← links)
• Testing hypotheses about covariance matrices in general MANOVA designs (Q2123260) (← links)
• The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption (Q2581822) (← links)
• A new method for multi-sample high-dimensional covariance matrices test based on permutation (Q5092684) (← links)