Pages that link to "Item:Q1219654"

The following pages link to Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices (Q1219654):

Displaying 10 items.

• Asymptotic expansions for a class of tests for a general covariance structure under a local alternative (Q538188) (← links)
• The asymptotic expansion of the Stein estimators for the vector case (Q1144864) (← links)
• Asymptotic expansions of the distribution of Bartlett's test and sphericity test under the local alternatives (Q1232875) (← links)
• The asymptotic expansion as well as the exact moments of the Stein estimator when the population means are nearly equal (Q1838789) (← links)
• Testing homogeneity of order-restricted means (Q1958729) (← links)
• Nonnull distributions of two test criteria for independence under local alternatives (Q2265773) (← links)
• On the distribution of the likelihood ratio test of equality of normal populations (Q3668630) (← links)
• Invariant Polynomials and Related Tests (Q5750167) (← links)
• Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations (Q5750168) (← links)
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review (Q6149605) (← links)