Pages that link to "Item:Q5750168"
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The following pages link to Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations (Q5750168):
Displaying 13 items.
- Tests of multinormality based on location vectors and scatter matrices (Q635897) (← links)
- Distribution-free tests of mean vectors and covariance matrices for multivariate paired data (Q715492) (← links)
- Assessing the pattern of covariance matrices via an augmentation multiple testing procedure (Q719007) (← links)
- On some tests of the covariance matrix under general conditions (Q2502129) (← links)
- A generalized Brauer induction theorem and its converse. (Q2909071) (← links)
- (Q3323037) (← links)
- A two-stage test for the mean of a multivariate normal distribution with unknown covariance matrix (Q3738411) (← links)
- (Q4285401) (← links)
- Some results on the cartan matrix of a frobenius algebra (Q4369934) (← links)
- Tests Concerning Equicorrelation Matrices with Grouped Normal Data (Q4681053) (← links)
- Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review (Q4695798) (← links)
- (Q4717660) (← links)
- Multivariate Two-Sided Tests for Normal Mean Vectors with Unknown Covariance Matrix (Q5299816) (← links)
