Add to ORKGOn the covariance of two noncentral F random variables and the variance of the estimated linear discriminant functio
summary:The paper deals with a linear model with linear variance-covariance structure, where the lin...
Some covariance inequalities for non-monotonic functions with applications to mean-variance indifere...
In this paper the doubly noncentral beta and F distributions are represented alternatively by using ...
On the likelihood ratio test for envelope models in multivariate linear regressio
A sufficient condition on the covariance matrix for F tests in linear models to be vali
linear transformations for mixtures of binary and continuous variables, with particular reference to...
AbstractAsymptotic expansions, valid for large error degrees of freedom, are given for the multivari...
AbstractAsymptotic expansions of the distributions of two test criteria concerning a covariance matr...
Asymptotic expansions, valid for large error degrees of freedom, are given for the multivariate nonc...
AbstractThe noncentral distributions of Y = Πi=1p θia(1 − θi)b are obtained, where a and b are known...
<p>df: degrees of freedom; F: F statistic.</p><p>Brown-Forsythe and Levene’s tests for unequal varia...
AbstractIn this paper the distribution of the likelihood ratio test for testing the reality of the c...
We write a linear model in the form Y=Xβ+Uξ, where β is an unknown parameter and ξ is a hypothetical...
WOS: 000238419600004We consider the problem of finding the distribution of linear functions of two o...
A nonparametric correlation coefficient and a two-sample test for random vectors or direction
summary:The paper deals with a linear model with linear variance-covariance structure, where the lin...
Some covariance inequalities for non-monotonic functions with applications to mean-variance indifere...
In this paper the doubly noncentral beta and F distributions are represented alternatively by using ...
On the likelihood ratio test for envelope models in multivariate linear regressio
A sufficient condition on the covariance matrix for F tests in linear models to be vali
linear transformations for mixtures of binary and continuous variables, with particular reference to...
AbstractAsymptotic expansions, valid for large error degrees of freedom, are given for the multivari...
AbstractAsymptotic expansions of the distributions of two test criteria concerning a covariance matr...
Asymptotic expansions, valid for large error degrees of freedom, are given for the multivariate nonc...
AbstractThe noncentral distributions of Y = Πi=1p θia(1 − θi)b are obtained, where a and b are known...
<p>df: degrees of freedom; F: F statistic.</p><p>Brown-Forsythe and Levene’s tests for unequal varia...
AbstractIn this paper the distribution of the likelihood ratio test for testing the reality of the c...
We write a linear model in the form Y=Xβ+Uξ, where β is an unknown parameter and ξ is a hypothetical...
WOS: 000238419600004We consider the problem of finding the distribution of linear functions of two o...
A nonparametric correlation coefficient and a two-sample test for random vectors or direction
summary:The paper deals with a linear model with linear variance-covariance structure, where the lin...
Some covariance inequalities for non-monotonic functions with applications to mean-variance indifere...
In this paper the doubly noncentral beta and F distributions are represented alternatively by using ...