Pages that link to "Item:Q5588174"

The following pages link to On the Distributions of the Ratios of the Roots of a Covariance Matrix and Wilks' Criterion for Tests of Three Hypotheses (Q5588174):

Displaying 16 items.

• Some relations between the comparison of covariance matrices and principal component analysis (Q760736) (← links)
• Proportionality of k covariance matrices (Q1068490) (← links)
• The distribution of product of independent beta random variables with application to multivariate analysis (Q1162771) (← links)
• A few remarks about some recent articles on the exact distributions of multivariate test criteria. I (Q1229051) (← links)
• Moments and distributions of certain multivariate test criteria in the canonical correlation case under violation (Q1368886) (← links)
• Robust plug-in estimators in proportional scatter models. (Q1429879) (← links)
• Testing proportionality of two large-dimensional covariance matrices (Q1623621) (← links)
• High-dimensional testing for proportional covariance matrices (Q2418529) (← links)
• Simultaneous tests for equality of latent roots against certain alternatives. I (Q2559118) (← links)
• Influence functions of two families of robust estimators under proportional scatter matrices (Q2655554) (← links)
• The distributions of some statistics associated with two multivariate hypotheses under violations in the complex case (Q3135292) (← links)
• Test of independence between tow sets of variates (Q3223686) (← links)
• Selecting the normal population with largest (Smallest) value of mahalanobis distance from the origin (Q3902314) (← links)
• (Q5639205) (← links)
• Generalized Hypergeometric Functions and Exact Distributions of Test Statistics (Q5750162) (← links)
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review (Q6149605) (← links)