Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population
| Year of publication: |
2008
|
|---|---|
| Authors: | Watanabe, Daisuke ; Okada, Susumu ; Fujikoshi, Yasunori ; Sugiyama, Takakazu |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 52.2008, 5, p. 2714-2724
|
| Publisher: |
Elsevier |