Near-exact Distributions for the Likelihood Ratio Statistic used to Test the Reality of a Covariance Matrix

NOVA Math > NOVA Math > NOVA Math Publications > Near-exact Distributions for the Likelihood Ratio Statistic used to Test the Reality of a Covariance Matrix

NOVA Math Publications

Statistics and Risk Management

Proceedings Paper
Grilo,LM;Coelho,CA
11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2013, PTS 1 AND 2 (ICNAAM 2013)
11th International Conference of Numerical Analysis and Applied Mathematics (ICNAAM)
AIP Conference Proceedings
2013
1558

797-800
10.1063/1.4825615

Near-exact Distributions for the Likelihood Ratio Statistic used to Test the Reality of a Covariance Matrix

Contacts

Links