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On the effects of moderate multivariate nonnormality on Wilks's likelihood ratio criterion |
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| Authors: | DAVIS A W |
| Institution: | CSIRO Division of Mathematics and Statistics, Glen Osmond South Australia |
| Abstract: | |
| Keywords: | Bivariate distribution Doubly noncentral beta distribution Invariant polynomials of two matrix arguments Mardia's measures of nonnormality Multivariate linear model Nonnormal distribution Wilks's likelihood ratio statistic |
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