The moderate deviation principles of likelihood ratio tests under alternative hypothesis (Q6077687): Difference between revisions

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+Q4420195
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+Corrections to LRT on large-dimensional covariance matrix by RMT
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+Optimal hypothesis testing for high dimensional covariance matrices
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+A study of two high-dimensional likelihood ratio tests under alternative hypotheses
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+Tests for High-Dimensional Covariance Matrices
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+Delta method in large deviations and moderate deviations for estimators
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+Tests for large-dimensional covariance structure based on Rao's score test
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+Likelihood ratio tests for covariance matrices of 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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+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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+On the distribution of the largest eigenvalue in principal components analysis
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+Moderate and Cramér-type large deviation theorems for M-estimators
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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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+Q3219581
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+Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors
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+Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure
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+On the sphericity test with large-dimensional observations
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+A test for block circular symmetric covariance structure with divergent dimension
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