Pages that link to "Item:Q5846867"
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The following pages link to Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution (Q5846867):
Displaying 50 items.
- A new test for the proportionality of two large-dimensional covariance matrices (Q406556) (← links)
- Estimation of means in graphical Gaussian models with symmetries (Q447850) (← links)
- Testing the structure of the covariance matrix with fewer observations than the dimension (Q450870) (← links)
- On testing equality of pairwise rank correlations in a multivariate random vector (Q604373) (← links)
- Checking the assumptions in mixed-model analysis of variance: a residual analysis approach (Q672527) (← links)
- Models with a Kronecker product covariance structure: estimation and testing (Q734557) (← links)
- Sampling fluctuations resulting from the sampling of test items (Q766622) (← links)
- Explicit estimators under \(m\)-dependence for a multivariate normal distribution (Q907081) (← links)
- Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry (Q956990) (← links)
- Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices (Q962222) (← links)
- Shift permutation invariance in linear random factor models (Q1019538) (← links)
- On the exact non-null distribution of Wilks' L(VC) criterion and power studies (Q1054416) (← links)
- Testing a covariance matrix structure in a mixed model with no empty cells (Q1118948) (← links)
- Explicit solutions, one iteration convergence and averaging in the multivariate normal estimation problem for patterned means and covariances (Q1144871) (← links)
- The distribution and the exact percentage points for Wilks' \(L_{mvc}\) criterion (Q1146467) (← links)
- Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem (Q1172356) (← links)
- Analysis of evolution: evolutionary rates, independence and treeness (Q1226457) (← links)
- Completeness theorems for characterizing distribution-free statistics (Q1229047) (← links)
- On the structure of symmetric sample testing: A distribution-free approach (Q1232878) (← links)
- A remark on testing covariance structure in a mixed model (Q1361687) (← links)
- Testing of multivariate repeated measures data with block exchangeable covariance structure (Q1616699) (← links)
- Differentiated logdensity approximants (Q1731375) (← links)
- MATS: inference for potentially singular and heteroscedastic MANOVA (Q1742739) (← links)
- Wishart distributions on homogeneous cones (Q1770893) (← links)
- Near-exact distributions for likelihood ratio statistics used in the simultaneous test of conditions on mean vectors and patterns of covariance matrices (Q1793725) (← links)
- Symmetry and lattice conditional independence in a multivariate normal distribution (Q1807091) (← links)
- The generalized near-integer Gamma distribution: a basis for `near-exact' approximations to the distribution of statistics which are the product of an odd number of independent Beta random variables (Q1877003) (← links)
- On intra-class correlation coefficient estimation (Q1884791) (← links)
- Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution (Q1914652) (← links)
- Group symmetry and covariance regularization (Q1950873) (← links)
- Order estimation of 2-dimensional complex superimposed exponential signal model using exponentially embedded family (EEF) rule: large sample consistency properties (Q2002393) (← links)
- A short history of statistical association: from correlation to correspondence analysis to copulas (Q2062804) (← links)
- Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings (Q2079602) (← links)
- Likelihood ratio tests for many groups in high dimensions (Q2181720) (← links)
- The case for algebraic biology: from research to education (Q2202052) (← links)
- Tests for covariance matrices in high dimension with less sample size (Q2252902) (← links)
- Testing the hypothesis of a doubly exchangeable covariance matrix (Q2303032) (← links)
- The simultaneous test of equality and circularity of several covariance matrices (Q2321844) (← links)
- The statistical theory of stepped-up reliability coefficients when a test has been divided into several equivalent parts (Q2394866) (← links)
- Multivariate model with a Kronecker product covariance structure: S. N. Roy method of estimation (Q2437995) (← links)
- Marginal permutation invariant covariance matrices with applications to linear models (Q2497955) (← links)
- On testing hypotheses regarding a class of covariance structures (Q2523693) (← links)
- Testing for equality of means, equality of variances, and equality of covariances under restrictions upon the parameter space (Q2534961) (← links)
- Statistical analysis of sets of congeneric tests (Q2546450) (← links)
- O n some nonparametric generalizations of Wilks' test for H\(_M\),H\(_{V C}\) and H\(_{M V C}\). I (Q2555363) (← links)
- Practical tests for randomized complete block designs (Q2571811) (← links)
- Statistical interferences about the error variance (Q2625317) (← links)
- Percentage points of Wilk's \(L_{mve}\) and \(L_{vc}\) criteria (Q2625955) (← links)
- ML estimation for the multivariate normal distribution with general linear model mea1 and linear-structure covariance matrix; one-population, complete-data case (Q3033138) (← links)
- Construction, properties and statistical applications of positive definite intraclass matrix (Q3090734) (← links)
