![](/img/cover-not-exists.png)
Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar
Aubin, Elisete C. Q., Cordeiro, Gauss M.Volume:
29
Language:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610920008832613
Date:
January, 2000
File:
PDF, 733 KB
english, 2000