Pages that link to "Item:Q4066391"
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The following pages link to Some likelihood ratio tests when a normal covariance matrix has certain reducible linear structures (Q4066391):
Displaying 4 items.
- The likelihood ratio test for a separable covariance matrix (Q2485558) (← links)
- ML estimation for the multivariate normal distribution with general linear model mea1 and linear-structure covariance matrix; one-population, complete-data case (Q3033138) (← links)
- Likelihood ratio tests for covariance hypotheses generating commutative quadratic subspaces (Q3943847) (← links)
- Explicit maximum likelihood estimators for certain patterned covariance matrices (Q4122630) (← links)
