Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors (Q2317887): Difference between revisions
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Revision as of 23:02, 19 March 2024
scientific article
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English | Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors |
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Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors (English)
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13 August 2019
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likelihood ratio test
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covariance matrix
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independence
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high-dimensional normal vector
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central limit theorem
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chi-square approximation
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