The following pages link to (Q5653458):
Displaying 9 items.
- On the exact non-null distribution of likelihood ratio criteria for covariance matrices (Q1244771) (← links)
- Nonnull distributions of some statistics associated with testing for the equality of two covariance matrices (Q1249911) (← links)
- Least upper bound for the covariance matrix of a generalized least squares estimator in regression with applications to a seemingly unrelated regression model and a heteroscedastic model (Q1354380) (← links)
- Differentiated logdensity approximants (Q1731375) (← links)
- High-dimensional sphericity test by extended likelihood ratio (Q2051523) (← links)
- On generalized Wishart distributions. I: Likelihood ratio test for homogeneity of covariance matrices (Q2257026) (← links)
- On generalized Wishart distributions. II: Sphericity test (Q2257027) (← links)
- The distribution of the sphericity test criterion (Q2559891) (← links)
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review (Q6149605) (← links)
