Asymptotic nonnull distributions for likelihood ratio statistics in the multivariate normal patterned mean and covariance matrix testing problem
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Publication:598747
DOI10.1214/aos/1176344732zbMath0413.62032OpenAlexW2028751307MaRDI QIDQ598747
Publication date: 1979
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344732
covariance matrixlikelihood ratio statisticsdelta methodasymptotic chi- square distributionsasymptotic nonnull distributionsmatrix derivativesmultivariate normal patterned mean
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