Likelihood ratio tests under model misspecification in high dimensions
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Publication:2101476
DOI10.1016/j.jmva.2022.105122OpenAlexW4306952953MaRDI QIDQ2101476
Publication date: 6 December 2022
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2203.05423
likelihood ratio testcentral limit theoremmodel misspecificationhigh-dimensional inferenceequality of covariance matricesblock-diagonal covariance matrixnon-normal population
Related Items (3)
The volume of random simplices from elliptical distributions in high dimension ⋮ Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors ⋮ Logarithmic law of large random correlation matrices
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