Concepedia

Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions

Carlos A. Coelho, Filipe J. Marques

Computational Statistics · 2011 · 32 citations · 34 references

Concepts

Several Variance-covariance MatricesEngineeringDensity EstimationNear-exact DistributionsStatistical InferenceMathematical StatisticEstimation TheoryMultivariate AnalysisStatisticsContoured Distributions

References

34

An Introduction to Multivariate Statistical Analysis

Robb J. Muirhead, T. W. Anderson · Journal of Business and Economic Statistics · 1986 · 9.2K citations

Univariate Analysis, Multivariate Statistical Analysis, Second Edition.preface +11

Aspects of Multivariate Statistical Theory

Leon Jay Gleser, Robb J. Muirhead · Technometrics · 1984 · 3.4K citations

Canonical Correlation Analysis, Multidimensional Analysis, Educational Multivariate Statistics +9

Properties of sufficiency and statistical tests

Proceedings of the Royal Society of London A Mathematical and Physical Sciences · 1937 · 2.4K citations

Bayesian Decision Theory, Bayesian Statistics, Statistical Tests +15

A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA

George E. P. Box · Biometrika · 1949 · 1K citations

Large Deviations, Bayesian Decision Theory, Engineering +16

CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE

S. S. Wilks · Biometrika · 1932 · 979 citations

Statistical Review, Engineering, Statistical Foundation +10