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- [1] ASYMPTOTIC EXPANSIONS OF DISTRIBUTIONS OF LIKELIHOOD RATIO CRITERIA FOR COVARIANCE MATRIX ANNALS OF MATHEMATICAL STATISTICS, 1968, 39 (04): : 1365 - &
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- [3] ASYMPTOTIC NON-NULL DISTRIBUTIONS OF LIKELIHOOD RATIO CRITERIA FOR COVARIANCE MATRIX UNDER LOCAL ALTERNATIVES ANNALS OF STATISTICS, 1973, 1 (04): : 718 - 728
- [6] Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices Metrika, 2024, 87 : 247 - 279
- [7] ASYMPTOTIC EXPANSIONS OF NON-NULL DISTRIBUTIONS OF LIKELIHOOD RATIO CRITERIA FOR MULTIVARIATE LINEAR HYPOTHESIS AND INDEPENDENCE ANNALS OF MATHEMATICAL STATISTICS, 1969, 40 (03): : 942 - &
- [8] ASYMPTOTIC EXPANSIONS FOR JOINT AND MARGINAL DISTRIBUTIONS OF LATENT ROOTS OF COVARIANCE MATRIX ANNALS OF STATISTICS, 1975, 3 (04): : 1011 - 1017