On the non–gaussian asymptotics of the likelihood ratio test statistic for homogeneity of covariance
par Hallin, Marc
Référence Nonparametric Statistics and Mixture Models: A Festschrift in Honor of Thomas P Hettmansperger, World Scientific Publishing Co., page (136-146)
Publication Publié, 2011-01
Référence Nonparametric Statistics and Mixture Models: A Festschrift in Honor of Thomas P Hettmansperger, World Scientific Publishing Co., page (136-146)
Publication Publié, 2011-01
Partie d'ouvrage collectif
Titre: |
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Auteur: | Hallin, Marc |
Informations sur la publication: | Nonparametric Statistics and Mixture Models: A Festschrift in Honor of Thomas P Hettmansperger, World Scientific Publishing Co., page (136-146) |
Statut de publication: | Publié, 2011-01 |
Sujet CREF: | Généralités |
Mots-clés: | Elliptical densities |
Homogeneity of covariances | |
Local asymptotic normality | |
Locally asymptotically most stringent tests | |
Multivariate analysis of variance | |
Note générale: | SCOPUS: ch.b |
Langue: | Anglais |
Identificateurs: | urn:isbn:9789814340557 |
info:doi/10.1142/9789814340564_0009 | |
info:scp/84973094094 |