Pages that link to "Item:Q3218936"

The following pages link to Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models (Q3218936):

Displaying 35 items.

• Adjusting for confounders in cross-correlation analysis: an application to resting state networks (Q721615) (← links)
• An exact test for testing the equality of parameter matrices in two multivariate linear models (Q855580) (← links)
• Asymptotic results for decomposing a likelihood-ratio statistic into separate components (Q910130) (← links)
• Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry (Q956990) (← links)
• Optimal tests for homogeneity of covariance, scale, and shape (Q1000571) (← links)
• Proportionaliy of covariance matrices (Q1093288) (← links)
• On the null distribution of likelihood ratio criterion for reality of covariance matrix (Q1204514) (← links)
• Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices (Q1341374) (← links)
• Percentage points for testing homogeneity of several univariate Gaussian populations (Q1888572) (← links)
• Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration (Q2065270) (← links)
• Testing the equality of matrix distributions (Q2218634) (← links)
• Two-sample tests for high-dimensional covariance matrices using both difference and ratio (Q2219224) (← links)
• On generalized Wishart distributions. I: Likelihood ratio test for homogeneity of covariance matrices (Q2257026) (← links)
• A likelihood ratio test for equality of natural parameters for generalized Riesz distributions (Q2352342) (← links)
• Products of ratios of gamma functions -- an application to the distribution of the test statistic for testing the equality of covariance matrices (Q2423530) (← links)
• Two step-down tests for equality of covariance matrices (Q2497943) (← links)
• On some tests of the covariance matrix under general conditions (Q2502129) (← links)
• Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions (Q2512752) (← links)
• Reduced-rank estimation of the difference between two covariance matrices (Q2655065) (← links)
• Testing of homogeneity of diagonal blocks with blockwise independence (Q3135348) (← links)
• (Q3334800) (← links)
• On testing circular stationary and related models (Q3350513) (← links)
• Tests for high-dimensional covariance matrices (Q3387058) (← links)
• Asymptotic expansion of the nonnull distribution of likelihood ratio statistic for testing multisample sphericity (Q3473008) (← links)
• The comparison of sample covariance matrices using likelihood ratio tests (Q3765056) (← links)
• Nonnull distribution of the likelihood ratio criterion for testing equality of covariance matrices under intraclass correlation model (Q3768193) (← links)
• Likelihood ratio test for one-sided hypothesis of covariance matrices of two normal populations (Q3768196) (← links)
• Saddlepoint approximations for P-values of some tests of covariance matrices (Q4352559) (← links)
• Statistical inference of covariance change points in gaussian model (Q4467683) (← links)
• Testing the equality of several covariance matrices (Q4914970) (← links)
• Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings (Q4916945) (← links)
• Robust tests of the equality of two high-dimensional covariance matrices (Q5081046) (← links)
• An accurate test for the equality of covariance matrices from decomposable graphical Gaussian models (Q5413639) (← links)
• Percentage points of the likelihood ratio statistic for testing<i>H</i>: μ=μe;Σ=Σ<i>_c</i>in a multivariate Gaussian model (Q5455273) (← links)
• Invariant Polynomials and Related Tests (Q5750167) (← links)