Pages that link to "Item:Q1120209"
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The following pages link to The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances (Q1120209):
Displaying 7 items.
- Asymptotic results for decomposing a likelihood-ratio statistic into separate components (Q910130) (← links)
- Testing dimensionality in the multivariate analysis of variance (Q1186629) (← links)
- Limiting distribution of roots with differential rates of convergence (Q1801886) (← links)
- Maximum likelihood estimation of covariance matrices under simple tree ordering (Q1877007) (← links)
- NESTED DESIGNS WITH MULTIVARIATE MEASUREMENT: AN ILLUSTRATION OF THE STRUCTURAL APPROACH TO RANDOM EFFECTS MULTIVARIATE ANALYSIS OF VARIANCE (Q4540631) (← links)
- One-sided test of a covariance matrix with a known null value (Q4839320) (← links)
- Errata correction and supplement to assessing multinormality and ordered covariance matrices in a classical data (Q4844159) (← links)
