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
11
From page
2714
To page
2724
Keywords
Bartlett correction , Elliptical distribution , Likelihood ratio statistic , Principal component analysis
Journal title
Computational Statistics and Data Analysis
Serial Year
2008
Journal title
Computational Statistics and Data Analysis
Record number
308397
Link To Document