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]
@article{WatanabeOFS08,
title = {Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population},
author = {Daisuke Watanabe and Susumu Okada and Yasunori Fujikoshi and Takakazu Sugiyama},
year = {2008},
doi = {10.1016/j.csda.2007.09.028},
url = {http://dx.doi.org/10.1016/j.csda.2007.09.028},
researchr = {https://researchr.org/publication/WatanabeOFS08},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {52},
number = {5},
pages = {2714-2724},
}