Pages that link to "Item:Q847411"

The following pages link to Likelihood ratio tests of correlated multivariate samples (Q847411):

Displaying 13 items.

• A test of location for exchangeable multivariate normal data with unknown correlation (Q643300) (← links)
• Distribution-free tests of mean vectors and covariance matrices for multivariate paired data (Q715492) (← links)
• A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals (Q1125546) (← links)
• Hypotheses testing for means of dependent and heterogeneous normal random variables (Q1300922) (← links)
• Detecting positive correlations in a multivariate sample (Q2345119) (← links)
• Permutation based testing on covariance separability (Q2418078) (← links)
• Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations (Q2807776) (← links)
• A Numerical Likelihood-Based Approach to Combining Correlation Matrices (Q3168380) (← links)
• (Q3334800) (← links)
• The comparison of sample covariance matrices using likelihood ratio tests (Q3765056) (← links)
• The generalized likelihood ratio test for the pearson correlation^∗ (Q4337275) (← links)
• (Q5038484) (← links)
• A Cramér-Wold theorem for elliptical distributions (Q6097549) (← links)