The following pages link to (Q5636152):
Displaying 17 items.
- Some tests for the covariance matrix with fewer observations than the dimension under non-normality (Q538191) (← links)
- Fixed width confidence region for the mean of a multivariate normal distribution (Q697456) (← links)
- Principal components in the nonnormal case: The test of equality of q roots (Q793465) (← links)
- On the distribution of the function of the F-matrix under an elliptical population (Q1116589) (← links)
- An asymptotic expansion for the distribution of a function of latent roots of the noncentral Wishart matrix, when \(\Omega =0(n)\) (Q1144862) (← links)
- On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations (Q1206455) (← links)
- Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices (Q1219654) (← links)
- Asymptotic solutions of the hypergeometric function \(_1F_1\) of matrix argument, useful in multivariate analysis (Q1220773) (← 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 non-null distributions of three statistics for multivariate linear hypothesis (Q1238381) (← links)
- Asymptotic formulas for the hypergeometric function \(_2F_1\) of matrix argument, useful in multivariate analysis (Q1240506) (← links)
- Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations (Q1246980) (← links)
- Asymptotic non-null distributions of two test criteria for equality of covariance matrices under local alternatives (Q1253513) (← links)
- Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when \(\Omega= O(n)\) (Q2558718) (← links)
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review (Q6149605) (← links)
