Pages that link to "Item:Q3218936"
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The following pages link to Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models (Q3218936):
Displayed 9 items.
- Optimal tests for homogeneity of covariance, scale, and shape (Q1000571) (← links)
- On some tests of the covariance matrix under general conditions (Q2502129) (← links)
- Reduced-rank estimation of the difference between two covariance matrices (Q2655065) (← links)
- Testing of homogeneity of diagonal blocks with blockwise independence (Q3135348) (← links)
- On testing circular stationary and related models (Q3350513) (← links)
- Asymptotic expansion of the nonnull distribution of likelihood ratio statistic for testing multisample sphericity (Q3473008) (← links)
- Saddlepoint approximations for P-values of some tests of covariance matrices (Q4352559) (← links)
- Statistical inference of covariance change points in gaussian model (Q4467683) (← links)
- Invariant Polynomials and Related Tests (Q5750167) (← links)