Pages that link to "Item:Q4686277"
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The following pages link to Testing hypotheses of covariance structure in multivariate data (Q4686277):
Displaying 15 items.
- Assessing the pattern of covariance matrices via an augmentation multiple testing procedure (Q719007) (← links)
- Hypothesis testing for independence under blocked compound symmetric covariance structure (Q722082) (← links)
- About test criteria in multivariate analysis (Q934268) (← links)
- Test of association between multivariate stable vectors. (Q1596878) (← links)
- Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure (Q2062370) (← links)
- Testing the hypothesis of a doubly exchangeable covariance matrix (Q2303032) (← links)
- ON TESTING STRUCTURE OF COVARIANCE MATRIX AND MEAN VECTOR OF A COMPLEX MULTIVARIATE GAUSSIAN MODEL (Q3740055) (← links)
- (Q3759730) (← links)
- (Q4526130) (← links)
- (Q4717660) (← links)
- New Tests for Data with an Inherent Structure (Q4717715) (← links)
- Simultaneous hypotheses testing in models with blocked compound symmetric covariance structure (Q5088005) (← links)
- Hypothesis testing for independence given a blocked compound symmetric covariance structure in a high-dimensional setting (Q6106269) (← links)
- Testing independence under a block compound symmetry covariance structure (Q6157036) (← links)
- Discrepancy between structured matrices in the power analysis of a separability test (Q6554260) (← links)
