Asymptotic Distributions of the Determinants of Some Random Matrices
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Cited in
(5)- Testing the equality of several intraclass correlation coefficients
- Asymptotic expansions for the distribution of quadratic forms in normal variables
- On some tests of the covariance matrix under general conditions
- Nonnull distribution of the likelihood ratio criterion for testing equality of covariance matrices under intraclass correlation model
- Gammaization and wishartness of dependent quadratic forms
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