Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix

Nariaki Sugiura

doi:10.1214/aoms/1177697285

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Home > Journals > Ann. Math. Statist. > Volume 40 > Issue 6 > Article

December, 1969 Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix

Nariaki Sugiura

Ann. Math. Statist. 40(6): 2051-2063 (December, 1969). DOI: 10.1214/aoms/1177697285

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Ann. Math. Statist.

Vol.40 • No. 6 • December, 1969

Institute of Mathematical Statistics

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Nariaki Sugiura "Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix," The Annals of Mathematical Statistics, Ann. Math. Statist. 40(6), 2051-2063, (December, 1969)

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