A normal approximation to the null distribution of the likelihood ratio statistic for testing the multivariate general linear hypothesis is developed. This approximation is compared with the ...
In this paper we show that binormal operators have nearest normal approximants. In fact, we exhibit nearest normals to such operators and, as a corollary, show that the hermitian part of a binormal ...
Merton, Robert C., and Paul A. Samuelson. "Fallacy of the Log-Normal Approximation to Optimal Portfolio Decision Making over Many Periods." Journal of Financial Economics 1 (May 1974): 67–94.
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