Inference on covariance matrices under rank restrictions (Q913413)
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English | Inference on covariance matrices under rank restrictions |
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Inference on covariance matrices under rank restrictions (English)
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1990
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dimensionality
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interaction
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principal components
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repeated
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measures
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reduced-rank regression
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matrix of expectations
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lower rank matrix
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covariance matrix
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locally best invariant test of sphericity
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factor analysis model
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reduced-rank model
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extended table of null percentiles of the likelihood ratio test
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statistic
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rank-1 alternatives
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Confidence intervals
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simulation study
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two-way fixed and mixed effects classification
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extended table of null percentiles of the likelihood ratio test statistic
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