An accurate test for the equality of covariance matrices from decomposable graphical Gaussian models (Q5413639)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An accurate test for the equality of covariance matrices from decomposable graphical Gaussian models |
scientific article; zbMATH DE number 6290934
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An accurate test for the equality of covariance matrices from decomposable graphical Gaussian models |
scientific article; zbMATH DE number 6290934 |
Statements
An accurate test for the equality of covariance matrices from decomposable graphical Gaussian models (English)
0 references
30 April 2014
0 references
adjusted likelihood ratio test statistic
0 references
Bartlett-Box M-statistic
0 references
cumulant generating function
0 references
decomposable graphical models
0 references
equality of covariance matrices
0 references
Lugannani and Rice formula
0 references
0 references
0 references
0 references
0 references
0.89407885
0 references
0.89269054
0 references
0.88394386
0 references
0.87646174
0 references
0.87448156
0 references
0.8739732
0 references
