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On the exact non-null distribution of likelihood ratio criteria for covariance matrices

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Research was supported partially by the National Research Council of Canada under Grant A-4060.

Work began while C. G. Khatri was visiting the University of Toronto.

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Khatri, C.G., Srivastava, M.S. On the exact non-null distribution of likelihood ratio criteria for covariance matrices. Ann Inst Stat Math 25, 345–354 (1973). https://doi.org/10.1007/BF02479380

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  • DOI: https://doi.org/10.1007/BF02479380

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