Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors (Q6157048): Difference between revisions

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scientific article; zbMATH DE number 7697740

Language	Label	Description	Also known as
English	Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors	scientific article; zbMATH DE number 7697740

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instance of

scholarly article

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title

Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors (English)

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19 June 2023

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full work available at URL

https://arxiv.org/abs/2207.10191

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zbMATH Keywords

likelihood ratio test

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normal random vector

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central limit theorem

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chi-square approximation

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non-normal limit

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high dimension

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independence

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MaRDI profile type

MaRDI publication profile

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cites work

Q3331506

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Corrections to LRT on large-dimensional covariance matrix by RMT

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Test of independence for high-dimensional random vectors based on freeness in block correlation matrices

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Testing for independence of large dimensional vectors

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Tests for High-Dimensional Covariance Matrices

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Likelihood ratio tests for many groups in high dimensions

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Likelihood ratio tests under model misspecification in high dimensions

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Likelihood Ratio Tests for 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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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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Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size

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Testing the independence of two random vectors where only one dimension is large

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Q3219581

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Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors

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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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Identifiers

zbMATH Open document ID

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10.1007/s00362-022-01348-2

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6157048

@@ Property / cites work @@
+Q3331506
@@ Property / cites work: Q3331506 / rank @@
+Normal rank
@@ Property / cites work @@
+Corrections to LRT on large-dimensional covariance matrix by RMT
+Normal rank
@@ Property / cites work @@
+Test of independence for high-dimensional random vectors based on freeness in block correlation matrices
+Normal rank
@@ Property / cites work @@
+Testing for independence of large dimensional vectors
+Normal rank
@@ Property / cites work @@
+Tests for High-Dimensional Covariance Matrices
@@ Property / cites work: Tests for High-Dimensional Covariance Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood ratio tests for many groups in high dimensions
+Normal rank
@@ Property / cites work @@
+Likelihood ratio tests under model misspecification in high dimensions
+Normal rank
@@ Property / cites work @@
+Likelihood Ratio Tests for High‐Dimensional Normal Distributions
+Normal rank
@@ Property / cites work @@
+Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
+Normal rank
@@ Property / cites work @@
+Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
+Normal rank
@@ Property / cites work @@
+Testing the independence of sets of large-dimensional variables
+Normal rank
@@ Property / cites work @@
+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
+Normal rank
@@ Property / cites work @@
+Testing the independence of two random vectors where only one dimension is large
+Normal rank
@@ Property / cites work @@
+Q3219581
@@ Property / cites work: Q3219581 / rank @@
+Normal rank
@@ Property / cites work @@
+Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors
+Normal rank
@@ Property / cites work @@
+Some tests for the equality of covariance matrices
+Normal rank
@@ Property / cites work @@
+Testing for complete independence in high dimensions
+Normal rank
@@ Property / cites work @@
+A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
+Normal rank
@@ Property / cites work @@
+Testing the structure of the covariance matrix with fewer observations than the dimension
+Normal rank