Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population (Q1023601)
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English | Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population |
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Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population (English)
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12 June 2009
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Bartlett correction
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elliptical distribution
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likelihood ratio statistic
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principal component analysis
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