Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors (Q2317887): Difference between revisions

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+Q4177796
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+Normal rank
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+Corrections to LRT on large-dimensional covariance matrix by RMT
+Normal rank
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+Test of independence for high-dimensional random vectors based on freeness in block correlation matrices
+Normal rank
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+Tests for High-Dimensional Covariance Matrices
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+Normal rank
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+Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
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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
+Normal rank
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+Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
+Normal rank
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+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
+Normal rank
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+Testing the independence of two random vectors where only one dimension is large
+Normal rank
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+Q3219581
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+Normal rank
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+Some tests for the equality of covariance matrices
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+Testing for complete independence in high dimensions
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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 structure of the covariance matrix with fewer observations than the dimension
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+On the Independence of k Sets of Normally Distributed Statistical Variables
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+.9 Euler’s Constant
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+Normal rank