Pages that link to "Item:Q5877122"

The following pages link to Closed Likelihood Ratio Testing Procedures to Assess Similarity of Covariance Matrices (Q5877122):

Displaying 15 items.

• Parsimonious Hidden Markov Models for Matrix-Variate Longitudinal Data (Q118176) (← links)
• Erratum to: The Generalized Linear Mixed Cluster-Weighted Model (Q269555) (← links)
• Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers (Q1658183) (← links)
• Anomaly and novelty detection for robust semi-supervised learning (Q2029069) (← links)
• Unconstrained representation of orthogonal matrices with application to common principal components (Q2032213) (← links)
• Model-based clustering via new parsimonious mixtures of heavy-tailed distributions (Q2151998) (← links)
• Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions (Q2176342) (← links)
• Mixtures of multivariate contaminated normal regression models (Q2306894) (← links)
• The generalized linear mixed cluster-weighted model (Q2353147) (← links)
• Testing for equality of ordered eigenvectors of two multivariate normal populations (Q2515378) (← links)
• Testing equality of generalized variances of <i>k</i> multivariate normal populations (Q4638832) (← links)
• The multivariate tail-inflated normal distribution and its application in finance (Q5033962) (← links)
• Hypothesis Testing for Mixture Model Selection (Q5222517) (← links)
• A Laplace-based model with flexible tail behavior (Q6554263) (← links)
• Parsimony and parameter estimation for mixtures of multivariate leptokurtic-normal distributions (Q6653074) (← links)