Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices (Q1341374)
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scientific article; zbMATH DE number 706916
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices |
scientific article; zbMATH DE number 706916 |
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Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices (English)
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9 January 1995
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modified likelihood ratio test
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correlated observations
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robustness
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Wishart random matrices
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multivariate quadratic forms
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violation of independence assumption
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unequal covariance matrices
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joint covariance structure
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two groups of multivariate normal observations
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