Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices (Q1213713)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices
scientific article

    Statements

    Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices (English)
    0 references
    1974
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references