Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models (Q3218936)
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scientific article; zbMATH DE number 3885131
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| English | Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models |
scientific article; zbMATH DE number 3885131 |
Statements
Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models (English)
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1984
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asymptotic expansion
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moment
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recurrence relation
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likelihood ratio statistic
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testing equality of covariance matrices
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multivariate Gaussian models
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Percentage points
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0.9230310916900636
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0.8797204494476318
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0.8764581084251404
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0.8676810264587402
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