On a likelihood ratio test for independence
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Publication:758050
DOI10.1016/0167-7152(91)90194-VzbMath0724.62061MaRDI QIDQ758050
Publication date: 1991
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
maximum likelihood estimate; multivariate normal distribution; bloc-diagonal matrix; likelihood ratio test for independence; null asymptotic distribution
62E20: Asymptotic distribution theory in statistics
62H15: Hypothesis testing in multivariate analysis
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Cites Work
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- Linear correlations between sets of variables
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