排序方式: 共有12条查询结果,搜索用时 78 毫秒
11.
12.
James R. Schott 《统计学通讯:理论与方法》2013,42(24):4439-4443
A limiting distribution of the likelihood ratio statistic for the test of the equality of the q smallest eigenvalues of a covariance matrix is obtained. This distribution can be used as an alternative to the chi-squared distribution which is usually used with this test. It is shown that this new method yields reasonable significance levels for those situations in which the chi-squared approximation is inadequate. 相似文献