Percentile approximations for a class of likelihood ratio criteria
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Publication:5658963
Cited in
(12)- Testing a covariance matrix: exact null distribution of its likelihood criterion
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- The distribution of the sphericity test criterion
- Higher-order Bartlett-type adjustment
- Distribution approximation and modelling via orthogonal polynomial sequences
- Distributions of Lawley-Hotelling'sT02and Related Statistics: A Review
- A Viable Alternative to Resorting to Statistical Tables
- Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
- Transformations of multivariate Edgeworth type expansions
- Power Function Studies
- Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations
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