Pages that link to "Item:Q3687496"
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The following pages link to Asymptotic distributions of likelihood ratio criteria for testing latent roots and latent vectors of a covariance matrix under an elliptical population (Q3687496):
Displaying 12 items.
- Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population (Q578803) (← links)
- On the distribution of the function of the F-matrix under an elliptical population (Q1116589) (← links)
- Testing the equality of several intraclass correlation coefficients (Q1116590) (← links)
- Asymptotic null and nonnull distribution of Hotelling's \(T^ 2\)-statistic under the elliptical distribution (Q1360974) (← links)
- An application of Lévy's inversion formula for higher order asymptotic expansion (Q1611789) (← links)
- Asymptotic distributions of some test criteria for the covariance matrix in elliptical distributions under local alternatives (Q1907816) (← links)
- Robust linear functional mixed models (Q2254162) (← links)
- (Q3833438) (← links)
- Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution (Q4311484) (← links)
- Upper Limits for Criteria for Tests of Dimensionality Under Elliptical Populations (Q5290385) (← links)
- Invariant Polynomials and Related Tests (Q5750167) (← links)
- Matrix-variate distribution theory under elliptical models-4: joint distribution of latent roots of covariance matrix and the largest and smallest latent roots (Q5964285) (← links)
