Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations (Q2807776)
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English | Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations |
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Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations (English)
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25 May 2016
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spectral decomposition
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LRT
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Flury-Gautschi algorithm
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size
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shape and direction parameters
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