On the null distribution of likelihood ratio criterion for reality of covariance matrix (Q1204514)
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scientific article; zbMATH DE number 130599
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the null distribution of likelihood ratio criterion for reality of covariance matrix |
scientific article; zbMATH DE number 130599 |
Statements
On the null distribution of likelihood ratio criterion for reality of covariance matrix (English)
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10 March 1993
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Null distribution
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\(G\)-function
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likelihood ratio test criterion
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moments
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testing reality of covariance matrices
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Tables
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percentage points
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