Statistics and Risk Management
Article
Coelho,CA;Marques,FJ
LINEAR ALGEBRA AND ITS APPLICATIONS
16th International Workshop on Matrices and Statistics
2009
430
10
2592-2606
10.1016/j.laa.2008.07.003
The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics
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