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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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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