The comparison of sample covariance matrices using likelihood ratio tests
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Publication:3765056
DOI10.1093/biomet/74.4.841zbMath0628.62061OpenAlexW2082142256MaRDI QIDQ3765056
J. C. W. Rayner, Bryan F. J. Manly
Publication date: 1987
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/74.4.841
correlationlikelihood ratio testmultivariate normalityproportional covariance matricescomparison of sample covariance matricespartition of chi- squaredvariance differences
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