Pages that link to "Item:Q581964"
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The following pages link to A class of tests for a general covariance structure (Q581964):
Displaying 10 items.
- Projective power entropy and maximum Tsallis entropy distributions (Q400946) (← links)
- Asymptotic expansions for a class of tests for a general covariance structure under a local alternative (Q538188) (← links)
- Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables (Q748207) (← links)
- Contributions to multivariate analysis by Professor Yasunori Fujikoshi (Q855899) (← links)
- Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses (Q997010) (← links)
- Measures of multivariate dependence based on a distance between Fisher information matrices (Q1582361) (← links)
- Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures (Q2388957) (← links)
- The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption (Q2581822) (← links)
- Asymptotic Expansions in Multi-Group Analysis of Moment Structures with an Application to Linearized Estimators (Q3006295) (← links)
- Asymptotic Expansions of the Null Distributions of Discrepancy Functions for General Covariance Structures Under Nonnormality (Q3118598) (← links)
