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Near-exact distributions for the likelihood ratio test statistic of the multi-sample block-matrix sphericity test.
Filipe J. Marques
Carlos Agra Coelho
Published in:
Appl. Math. Comput. (2012)
Keyphrases
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test statistic
likelihood ratio
hypothesis testing
kolmogorov smirnov
null hypothesis
hypothesis test
statistical tests
large deviations
random variables
sample size
feature selection
decision trees
model selection