Likelihood ratio tests under model misspecification in high dimensions (Q2101476): Difference between revisions

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+W4306952953
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+ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS
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+Q3796553
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+Spectral analysis of large dimensional random matrices
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+Test of independence for high-dimensional random vectors based on freeness in block correlation matrices
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+The logarithmic law of random determinant
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+Testing for independence of large dimensional vectors
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+Likelihood ratio tests for many groups in high dimensions
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+Q5491004
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+High Dimensional Correlation Matrices: The Central Limit Theorem and Its Applications
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+Уточнение центральной предельной теоремы для случайных детерминантов
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+Q3911791
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+Distribution-free tests of independence in high dimensions
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+Asymptotically independent U-statistics in high-dimensional testing
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+On testing the equality of high dimensional mean vectors with unequal covariance matrices
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+Testing the independence of sets of large-dimensional variables
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+Likelihood Ratio Tests for High‐Dimensional Normal Distributions
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+Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions
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+Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
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+Q5421705
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+On the gradient statistic under model misspecification
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+Q2798789
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+Testing the independence of two random vectors where only one dimension is large
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+On eigenvalues of a high-dimensional spatial-sign covariance matrix
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+Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series
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+A proportional likelihood ratio model
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+Correlation Tests and Linear Spectral Statistics of the Sample Correlation Matrix
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+Q3219581
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+Random matrices: law of the determinant
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+Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors
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+A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
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+Testing the equality of several covariance matrices with fewer observations than the dimension
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+The logarithmic law of sample covariance matrices near singularity
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+Testing block-diagonal covariance structure for high-dimensional data under non-normality
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+Testing high-dimensional covariance matrices under the elliptical distribution and beyond
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