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On the Likelihood Ratio Tests in Bivariate ACDE Models

โœ Scribed by Hao Wu, Michael C. Neale


Book ID
120791102
Publisher
Springer
Year
2012
Tongue
English
Weight
445 KB
Volume
78
Category
Article
ISSN
0033-3123

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โœ S. Kuriki ๐Ÿ“‚ Article ๐Ÿ“… 1993 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 572 KB

Let \(\boldsymbol{W}\) be a \(p \times p\) matrix distributed according to the Wishart distribution \(W_{p}(n, \boldsymbol{\Phi})\) with \(\boldsymbol{\Phi}\) positive definite and \(n \geqslant p\). Let \(\left(m / \sigma^{2}\right) g\) be distributed according to the chi-squared distribution \(\ch