An Approximation for the Test of the Equality of the Smallest Eigenvalues of a Covariance Matrix (Q4904700)
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scientific article; zbMATH DE number 6133074
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| English | An Approximation for the Test of the Equality of the Smallest Eigenvalues of a Covariance Matrix |
scientific article; zbMATH DE number 6133074 |
Statements
An Approximation for the Test of the Equality of the Smallest Eigenvalues of a Covariance Matrix (English)
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31 January 2013
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asymptotic distribution
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likelihood ratio test
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test of sphericity
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0.95128894
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0.9074129
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0.9063871
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0.9046989
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0.9036052
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0.9001349
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0.8970325
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