A characterization of the independence - distribution - preserving covariance structure for the multivariate maximum squared - radii statistic
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Publication:3135666
DOI10.1080/03610929208830867zbMath0775.62126OpenAlexW2024167736MaRDI QIDQ3135666
Dean M. Young, Laurie M. Meaux, John W. jun. Seaman
Publication date: 7 October 1993
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929208830867
Related Items
Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices ⋮ Independence distribution preserving joint covariance structures for the multivariate two-group case ⋮ A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic
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