Pages that link to "Item:Q3653253"
From MaRDI portal
The following pages link to Testing a covariance matrix: exact null distribution of its likelihood criterion (Q3653253):
Displaying 6 items.
- Testing a covariance matrix structure in a mixed model with no empty cells (Q1118948) (← links)
- Simultaneous testing of mean vector and covariance matrix for high-dimensional data (Q2407080) (← links)
- An exact test about the covariance matrix (Q2637609) (← 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)
- Nonnull distribution of the likelihood ratio criterion for testing equality of covariance matrices under intraclass correlation model (Q3768193) (← links)
- Testing the equality of several covariance matrices (Q4914970) (← links)
