Reduced-rank estimation of the difference between two covariance matrices (Q2655065)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5661653
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Reduced-rank estimation of the difference between two covariance matrices |
scientific article; zbMATH DE number 5661653 |
Statements
Reduced-rank estimation of the difference between two covariance matrices (English)
0 references
22 January 2010
0 references
comparison of covariance matrices
0 references
likelihood ratio test
0 references
maximum likelihood estimators
0 references
0 references
0.8145791292190552
0 references
0.7891179919242859
0 references
0.7755890488624573
0 references
0.771312415599823
0 references
