Pages that link to "Item:Q1125546"

The following pages link to A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals (Q1125546):

Displaying 9 items.

• Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
• Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices (Q1341374) (← links)
• Accurate Critical Constants for the One-Sided Approximate Likelihood Ratio Test of a Normal Mean Vector When the Covariance Matrix Is Estimated (Q3079003) (← links)
• (Q3323037) (← links)
• Some Asymptotic Tests for the Equality of the Covariance Matrices of Two Dependent Bivariate Normals (Q4397355) (← links)
• The likelihood ratio test foe the homogeneity of the variances in a covariance matrix with block compound symmetry (Q4541725) (← links)
• An Alternative Method for Estimating the Variance Components in a Replicated Crossover Study (Q4678799) (← links)
• On the Non-Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance (Q5378904) (← links)
• Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data (Q5964276) (← links)