Pages that link to "Item:Q957254"
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The following pages link to A robust testing procedure for the equality of covariance matrices (Q957254):
Displaying 5 items.
- A general near-exact distribution theory for the most common likelihood ratio test statistics used in multivariate analysis (Q261476) (← links)
- Testing equality of covariance matrices when data are incomplete (Q1020078) (← links)
- Editorial: Machine learning and robust data mining (Q1020795) (← links)
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532) (← links)
- Global identification of joint drive gains and dynamic parameters of parallel robots (Q2340343) (← links)
