Compact Matrix Expressions for Generalized Wald Tests of Equality of Moment Vectors,
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- Albert Satorra & Heinz Neudecker, 1995. "Compact matrix expressions for generalized Wald tests of equality of moment vectors," Economics Working Papers 127, Department of Economics and Business, Universitat Pompeu Fabra.
References listed on IDEAS
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Keywords
chi-squared test distribution-free ellipticity moment vectors multinomial distribution normal-theory scaled test statistic variance and correlation matrices Wald test;Statistics
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