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Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices.
Masahiro Kojima
Tatsuya Kubokawa
Published in:
J. Multivar. Anal. (2013)
Keyphrases
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hypothesis testing
linear models
covariance matrices
covariance matrix
variable selection
linear model
linear regression
maximum likelihood
error rate
gaussian distribution
distance measure
statistical tests
machine learning
gaussian mixture model
gaussian processes
linear classifiers
least squares
decision trees