Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions (Q2400815): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q3255781 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Corrections to LRT on large-dimensional covariance matrix by RMT / rank
 
Normal rank
Property / cites work
 
Property / cites work: Properties of sufficiency and statistical tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal hypothesis testing for high dimensional covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for High-Dimensional Covariance Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3713374 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Book review of: Daniel S. Alexander, A history of complex dynamics. From Schröder to Fatou and Julia. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Delta method in large deviations and moderate deviations for estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moderate deviations of minimum contrast estimators under contamination / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3580453 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for large-dimensional covariance structure based on Rao's score test / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood ratio tests for covariance matrices of high-dimensional normal distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of the largest eigenvalue in principal components analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moderate and Cramér-type large deviation theorems for M-estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: On moderate deviation theory in estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size / rank
 
Normal rank
Property / cites work
 
Property / cites work: Significance Test for Sphericity of a Normal $n$-Variate Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3219581 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moderate deviations of generalized method of moments and empirical likelihood estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the sphericity test with large-dimensional observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE / rank
 
Normal rank

Latest revision as of 07:43, 14 July 2024

scientific article
Language Label Description Also known as
English
Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions
scientific article

    Statements

    Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions (English)
    0 references
    0 references
    0 references
    30 August 2017
    0 references
    moderate deviations
    0 references
    high-dimensional normal distributions
    0 references
    likelihood ratio tests
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers