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Huiping Xu, Bruce A. Craig, Likelihood Analysis of Multivariate Probit Models Using a Parameter Expanded MCEM Algorithm, Technometrics, Vol. 52, No. 3 (August 2010), pp. 340-348 ...
Seymour Geisser, Samuel W. Greenhouse, An Extension of Box's Results on the Use of the $F$ Distribution in Multivariate Analysis, The Annals of Mathematical ...