This is a preview. Log in through your library . Abstract The multivariate normal patterned mean and covariance matrix testing problem is studied for general one and k-population hypotheses. T. W.
For random samples of size n obtained from p-variate normal distributions, we consider the classical likelihood ratio tests (LRT) for their means and covariance matrices in the high-dimensional ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback