Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population

Daisuke Watanabe, Susumu Okada, Yasunori Fujikoshi, Takakazu Sugiyama. Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population. Computational Statistics & Data Analysis, 52(5):2714-2724, 2008. [doi]

Authors

Daisuke Watanabe

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Susumu Okada

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Yasunori Fujikoshi

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Takakazu Sugiyama

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