Pages that link to "Item:Q689316"
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The following pages link to Score test for the covariance matrix of the elliptical \(t\)-distribution (Q689316):
Displaying 13 items.
- Score test for a separable covariance structure with the first component as compound symmetric correlation matrix (Q739588) (← links)
- Estimation methods for the multivariate \(t\) distribution (Q925280) (← links)
- Test for a specified signal when the noise covariance matrix is unknown (Q1098520) (← links)
- Asymptotic distributions of some test criteria for the covariance matrix in elliptical distributions under local alternatives (Q1907816) (← links)
- Robust inference in a linear functional model with replications using the \(t\) distribution (Q2401358) (← links)
- An improved measurement error model for analyzing unreplicated method comparison data under asymmetric heavy-tailed distributions (Q2684567) (← links)
- Studentized partial score tests for variances in longitudinal data (Q2874057) (← links)
- A MONTE CARLO COMPARISON OF ELLIPTICAL‐THEORY AND OTHER TESTS FOR EQUALITY OF COVARIANCE MATRICES (Q3489130) (← links)
- Advances and Challenges in Inferences for Elliptically Contoured t Distributions (Q4645247) (← links)
- A heteroscedastic measurement error model based on skew and heavy-tailed distributions with known error variances (Q4960674) (← links)
- The structural Sharpe model under<i>t</i>-distributions (Q5123670) (← links)
- Efficient linear estimation problem in the bivariate Kotz distribution under dependence assumptions (Q5290886) (← links)
- Covariance structure tests for multivariate \(t\)-distribution (Q6640098) (← links)
