Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models (Q3218936)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models |
scientific article |
Statements
Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models (English)
0 references
1984
0 references
asymptotic expansion
0 references
moment
0 references
recurrence relation
0 references
likelihood ratio statistic
0 references
testing equality of covariance matrices
0 references
multivariate Gaussian models
0 references
Percentage points
0 references
