Pages that link to "Item:Q1136441"

The following pages link to Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations (Q1136441):

Displaying 32 items.

• Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
• Distribution-free tests of mean vectors and covariance matrices for multivariate paired data (Q715492) (← links)
• Two testing problems relating the real and complex multivariate normal distributions (Q796933) (← links)
• Likelihood ratio tests of correlated multivariate samples (Q847411) (← links)
• Optimal rank-based tests for homogeneity of scatter (Q930654) (← links)
• A robust testing procedure for the equality of covariance matrices (Q957254) (← links)
• Optimal tests for homogeneity of covariance, scale, and shape (Q1000571) (← links)
• An unbiased likelihood ratio test for equality of the covariance matrices in several multivariate normal populations with partially known means (Q1083154) (← links)
• Some optima of parameter tests for an elliptically contoured distribution class (Q1109457) (← links)
• The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances (Q1120209) (← links)
• Brunn-Minkowski inequality and its aftermath (Q1155737) (← links)
• Constructing unbiased tests for homogeneity and goodness of fit (Q1181130) (← links)
• Percentage points for testing homogeneity of several univariate Gaussian populations (Q1888572) (← links)
• Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration (Q2065270) (← links)
• Two-sample tests for high-dimensional covariance matrices using both difference and ratio (Q2219224) (← links)
• A likelihood ratio test for equality of natural parameters for generalized Riesz distributions (Q2352342) (← links)
• Two step-down tests for equality of covariance matrices (Q2497943) (← links)
• Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions (Q2512752) (← links)
• Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations (Q2807776) (← links)
• Likelihood Ratio Tests for High‐Dimensional Normal Distributions (Q3460657) (← links)
• On the distribution of the likelihood ratio test of equality of normal populations (Q3668630) (← links)
• Comparison op some two sample tests for equality of variances (Q3675319) (← links)
• A statistical method for the serial comparison of vector cardiograms (Q4337242) (← links)
• Testing the equality of several covariance matrices (Q4914970) (← links)
• Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings (Q4916945) (← links)
• Robust tests of the equality of two high-dimensional covariance matrices (Q5081046) (← links)
• An accurate test for the equality of covariance matrices from decomposable graphical Gaussian models (Q5413639) (← links)
• Invariant Polynomials and Related Tests (Q5750167) (← links)
• Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations (Q5750168) (← links)
• Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding (Q6108302) (← links)
• Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices (Q6118390) (← links)
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review (Q6149605) (← links)