Pages that link to "Item:Q5541018"

The following pages link to Admissible Tests in Multivariate Analysis of Variance (Q5541018):

Displaying 11 items.

• Test for independence of two multivariate regression equations with different design matrices (Q762856) (← links)
• The dynamic programming method in systems with states in the form of distributions (Q763510) (← links)
• Testing hypotheses about the common mean of normal distributions (Q787614) (← links)
• Two testing problems relating the real and complex multivariate normal distributions (Q796933) (← links)
• A new proof of admissibility of tests in the multivariate analysis of variance (Q1171853) (← links)
• A review of optimality of multivariate tests (Q1186635) (← links)
• On tests for selection of variables and independence under multivariate regression models (Q1819865) (← links)
• On stochastic majorization of the eigenvalues of a Wishart matrix (Q1914242) (← links)
• On the monotonicity of the power functions of tests based on traces of multivariate beta matrices (Q2265774) (← links)
• Matrix representation of Taylor's formula for mappings in finite dimensional spaces (Q2323011) (← links)
• The necessity that a conditional decision procedure be almost everywhere admissible (Q5603699) (← links)