Pages that link to "Item:Q5610818"

The following pages link to Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix (Q5610818):

Displaying 21 items.

• A class of tests for a general covariance structure (Q581964) (← links)
• Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses (Q997010) (← links)
• Optimal tests for homogeneity of covariance, scale, and shape (Q1000571) (← links)
• The likelihood ratio criterion and the asymptotic expansion of its distribution (Q1141979) (← links)
• Stepwise test procedures and approximate chi-square analysis (Q1144874) (← links)
• Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices (Q1219654) (← links)
• Asymptotic nonnull distributions of certain test criteria for a covariance matrix (Q1223106) (← links)
• Further asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis (Q1231239) (← links)
• Asymptotic expansions of the distribution of Bartlett's test and sphericity test under the local alternatives (Q1232875) (← links)
• Asymptotic formulas for the hypergeometric function \(_2F_1\) of matrix argument, useful in multivariate analysis (Q1240506) (← links)
• Asymptotic distributions for the elementary symmetric functions of two matrices under the assumption of linearity (Q1248293) (← links)
• The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption (Q2581822) (← links)
• Asymptotic Expansions of the Null Distributions of Discrepancy Functions for General Covariance Structures Under Nonnormality (Q3118598) (← links)
• Exact Percentage Points for Testing Multisample Sphericity in the Bivariate Case (Q3155615) (← links)
• Asymptotic Expansions of the Non-Null Distribution of the Likelihood Ratio Criterion for Multisample Sphericity (Q3350473) (← links)
• Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution (Q4157835) (← links)
• Exact Nonnull Distributions of Sphericity Tests for Trivariate Normal Population with Power Comparison (Q4715615) (← links)
• Invariant Polynomials and Related Tests (Q5750167) (← links)
• Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations (Q5750168) (← links)
• Power Function Studies (Q5750172) (← links)
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review (Q6149605) (← links)