A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\)

DOI10.1016/J.CSDA.2016.01.006zbMath1468.62234OpenAlexW2255024256MaRDI QIDQ1659185

Xingzhong Xu, Junguang Zhao

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2016.01.006

zbMATH Keywords

likelihood ratiohypothesis testhigh dimensionalitynormal meanunion-intersection test

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Hypothesis testing in multivariate analysis (62H15)

Related Items (8)

A rank-based high-dimensional test for equality of mean vectors ⋮ On two-sample mean tests under spiked covariances ⋮ Hotelling's \(T^2\) in separable Hilbert spaces ⋮ Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models ⋮ An RIHT statistic for testing the equality of several high-dimensional mean vectors under homoskedasticity ⋮ A generalized likelihood ratio test for linear hypothesis of k -sample means in high dimension ⋮ Unnamed Item ⋮ A test for the \(k\) sample Behrens-Fisher problem in high dimensional data

Uses Software

• glasso

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