Pages that link to "Item:Q5556863"
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The following pages link to Properties of Power Functions of Some Tests Concerning Dispersion Matrices of Multivariate Normal Distributions (Q5556863):
Displaying 11 items.
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
- Some tests for the covariance matrix with fewer observations than the dimension under non-normality (Q538191) (← links)
- Finite-sample inference with monotone incomplete multivariate normal data. II (Q847416) (← links)
- Optimal tests for homogeneity of covariance, scale, and shape (Q1000571) (← links)
- An unbiased likelihood ratio test for equality of the covariance matrices in several multivariate normal populations with partially known means (Q1083154) (← links)
- Some optima of parameter tests for an elliptically contoured distribution class (Q1109457) (← links)
- Invariant scale matrix hypothesis tests under elliptical symmetry (Q1142513) (← links)
- On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality (Q1726809) (← links)
- On stochastic majorization of the eigenvalues of a Wishart matrix (Q1914242) (← links)
- Simultaneous testing of mean vector and covariance matrix for high-dimensional data (Q2407080) (← links)
- An accurate test for the equality of covariance matrices from decomposable graphical Gaussian models (Q5413639) (← links)
