Testing a covariance matrix: exact null distribution of its likelihood criterion (Q3653253)
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 5651262
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Testing a covariance matrix: exact null distribution of its likelihood criterion |
scientific article; zbMATH DE number 5651262 |
Statements
Testing a covariance matrix: exact null distribution of its likelihood criterion (English)
0 references
22 December 2009
0 references
covariance
0 references
null distribution
0 references
likelihood ratio
0 references
Lambert function
0 references
Meijer function
0 references
multivariate distribution
0 references
simulation
0 references
0 references
0 references
0 references
0.8606211543083191
0 references
0.8593237996101379
0 references
0.8486378788948059
0 references
0.8418530225753784
0 references
