Reduced-rank estimation of the difference between two covariance matrices (Q2655065)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reduced-rank estimation of the difference between two covariance matrices |
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Reduced-rank estimation of the difference between two covariance matrices (English)
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22 January 2010
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comparison of covariance matrices
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likelihood ratio test
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maximum likelihood estimators
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