مرکز منطقه ای اطلاع رساني علوم و فناوري - Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population

Title of article :

Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population

Author/Authors :

Daisuke Watanabe، نويسنده , , Susumu Okada، نويسنده , , Yasunori Fujikoshi، نويسنده , , Takakazu Sugiyama، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2008

Pages :

From page :

2714

To page :

2724

Keywords :

Likelihood ratio statistic , Principal component analysis , Bartlett correction , Elliptical distribution

Journal title :

Computational Statistics and Data Analysis

Serial Year :

2008

Journal title :

Computational Statistics and Data Analysis

Record number :

145710

Link To Document :