Pages that link to "Item:Q3155321"
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The following pages link to Asymptotic Expansion of the Null Distribution of LR Statistic for Multivariate Linear Hypothesis when the Dimension is Large (Q3155321):
Displaying 15 items.
- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices (Q525878) (← links)
- Contributions to multivariate analysis by Professor Yasunori Fujikoshi (Q855899) (← links)
- Edgeworth expansion of Wilks' lambda statistic (Q855903) (← links)
- MANOVA for large hypothesis degrees of freedom under non-normality (Q946212) (← links)
- Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large (Q1006670) (← links)
- Asymptotics for tests on mean profiles, additional information and dimensionality under non-normality (Q1022003) (← links)
- High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound (Q1041067) (← links)
- Moderate deviation principle for likelihood ratio test in multivariate linear regression model (Q2111071) (← links)
- Some high-dimensional tests for a one-way MANOVA (Q2474245) (← links)
- Berry-Esseen bound for high dimensional asymptotic approximation of Wilks' lambda distribution (Q2494873) (← links)
- High-Dimensional Edgeworth Expansion of LR Statistic for Testing Circular Symmetric Covariance Structure and Its Error Bound (Q2920011) (← links)
- Computable Error Bounds for High-Dimensional Approximations of an LR Statistic for Additional Information in Canonical Correlation Analysis (Q4641658) (← links)
- Group feature screening via the F statistic (Q5082942) (← links)
- High-dimensional multivariate repeated measures analysis with unequal covariance matrices (Q5964270) (← links)
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review (Q6149605) (← links)
