The confidence ellipsoids (7.59) for (1,...,p) are equivariant under the group of Section 7.9.
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The confidence ellipsoids (7.59) for (ξ1,...,ξp) are equivariant under the group of Section 7.9.
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Related Book For
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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