Pages that link to "Item:Q385782"

The following pages link to Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782):

Displaying 22 items.

• The moderate deviation principles of likelihood ratio tests under alternative hypothesis (Q6077687) (← links)
• A test for the identity of a high-dimensional correlation matrix based on the \(\ell_4\)-norm (Q6101694) (← links)
• Hypothesis testing for independence given a blocked compound symmetric covariance structure in a high-dimensional setting (Q6106269) (← links)
• A note on asymptotics of classical likelihood ratio tests for high-dimensional normal distributions (Q6115515) (← links)
• Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices (Q6118390) (← links)
• Contiguity under high-dimensional Gaussianity with applications to covariance testing (Q6138900) (← links)
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review (Q6149605) (← links)
• Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors (Q6157048) (← links)
• Block-diagonal test for high-dimensional covariance matrices (Q6169925) (← links)
• Logarithmic law of large random correlation matrices (Q6178564) (← links)
• Dimension-agnostic inference using cross U-statistics (Q6178581) (← links)
• A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes (Q6183780) (← links)
• Rank-based indices for testing independence between two high-dimensional vectors (Q6192324) (← links)
• Rank-based max-sum tests for mutual independence of high-dimensional random vectors (Q6193027) (← links)
• Hypothesis testing for mean vector and covariance matrix of multi-populations under a two-step monotone incomplete sample in large sample and dimension (Q6536686) (← links)
• Moderate deviation principle for different types of classical likelihood ratio tests (Q6541102) (← links)
• Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics (Q6550967) (← links)
• Linear spectral statistics of sequential sample covariance matrices (Q6596222) (← links)
• Log determinant of large correlation matrices under infinite fourth moment (Q6596226) (← links)
• Homogeneity tests for high-dimensional mean vectors and covariance matrices (Q6621347) (← links)
• Spectrum of high-dimensional sample covariance and related matrices: a selective review (Q6645567) (← links)
• Spectral statistics of sample block correlation matrices (Q6656603) (← links)