Pages that link to "Item:Q5594241"

The following pages link to Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices (Q5594241):

Displaying 26 items.

• Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
• A new test for the proportionality of two large-dimensional covariance matrices (Q406556) (← links)
• Monotonicity of the power function and unbiasedness of some likelihood ratio tests (Q582775) (← links)
• Finite-sample inference with monotone incomplete multivariate normal data. II (Q847416) (← links)
• Optimal tests for homogeneity of covariance, scale, and shape (Q1000571) (← links)
• Asymptotic expansions of the distributions of some test statistics (Q1065479) (← links)
• An unbiased likelihood ratio test for equality of the covariance matrices in several multivariate normal populations with partially known means (Q1083154) (← links)
• Invariant scale matrix hypothesis tests under elliptical symmetry (Q1142513) (← links)
• Power comparisons of two-sided tests of equality of two covariance matrices based on six criteria (Q1146473) (← links)
• Asymptotic expansions of the distribution of Bartlett's test and sphericity test under the local alternatives (Q1232875) (← links)
• On monotonicity of the modified likelihood ratio test for the equality of two covariances (Q1248857) (← links)
• Asymptotic non-null distributions of two test criteria for equality of covariance matrices under local alternatives (Q1253513) (← 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)
• Two-sample tests for high-dimensional covariance matrices using both difference and ratio (Q2219224) (← links)
• A likelihood ratio test for equality of natural parameters for generalized Riesz distributions (Q2352342) (← links)
• Simultaneous testing of mean vector and covariance matrix for high-dimensional data (Q2407080) (← links)
• Tests for high-dimensional covariance matrices (Q3387058) (← links)
• Likelihood Ratio Tests for High‐Dimensional Normal Distributions (Q3460657) (← links)
• Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution (Q4157835) (← links)
• Testing identity of high-dimensional covariance matrix (Q4960708) (← links)
• Anderson relaxation test for intrinsic dimension selection in model-based clustering (Q5055249) (← links)
• Asymptotic power comparison of <i>T</i>²-type test and likelihood ratio test for a mean vector based on two-step monotone missing data (Q5077497) (← links)
• Robust tests of the equality of two high-dimensional covariance matrices (Q5081046) (← links)
• Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices (Q6118390) (← links)
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review (Q6149605) (← links)