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Asymptotic Distributions of Functions of a Sample Covariance Matrix under the Elliptical Distribution

โœ Scribed by Toshiya Iwashita and Minoru Siotani


Book ID
115057048
Publisher
John Wiley and Sons
Year
1994
Tongue
French
Weight
440 KB
Volume
22
Category
Article
ISSN
0319-5724

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๐Ÿ“œ SIMILAR VOLUMES


Asymptotic Distributions of Some Test Cr
โœ S. Purkayastha; M.S. Srivastava ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 598 KB

The asymptotic distributions under local alternatives of two test criteria for testing the hypothesis that the characteristic roots of the covariance matrix of an elliptical population, assumed distinct, are equal to a set of specified numbers, are derived. The two tests are the modified likelihood