An accurate test for the equality of covariance matrices from decomposable graphical Gaussian models (Q5413639)
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scientific article; zbMATH DE number 6290934
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An accurate test for the equality of covariance matrices from decomposable graphical Gaussian models |
scientific article; zbMATH DE number 6290934 |
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An accurate test for the equality of covariance matrices from decomposable graphical Gaussian models (English)
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30 April 2014
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adjusted likelihood ratio test statistic
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Bartlett-Box M-statistic
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cumulant generating function
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decomposable graphical models
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equality of covariance matrices
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Lugannani and Rice formula
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0.89407885
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0.89269054
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0.88394386
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0.87646174
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0.87448156
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0.8739732
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