A study of two high-dimensional likelihood ratio tests under alternative hypotheses

DOI10.1142/S2010326317500162zbMath1485.62070OpenAlexW2768133472MaRDI QIDQ4603582

Tiefeng Jiang, Huijun Chen

Publication date: 16 February 2018

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s2010326317500162

zbMATH Keywords

likelihood ratio testcentral limit theoremmultivariate gamma functionhigh-dimensional datamultivariate normal distributionalternative hypothesis

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Related Items (14)

Testing high dimensional covariance matrices via posterior Bayes factor ⋮ The moderate deviation principles of likelihood ratio tests under alternative hypothesis ⋮ Estimation and testing for panel data partially linear single-index models with errors correlated in space and time ⋮ Multiple change-points detection in high dimension ⋮ Contiguity under high-dimensional Gaussianity with applications to covariance testing ⋮ On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality ⋮ Moderate deviation principle for different types of classical likelihood ratio tests ⋮ Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics ⋮ Spectral statistics of sample block correlation matrices ⋮ Modified Pillai's trace statistics for two high-dimensional sample covariance matrices ⋮ Tests for high-dimensional covariance matrices ⋮ Global one-sample tests for high-dimensional covariance matrices ⋮ Test on the linear combinations of covariance matrices in high-dimensional data ⋮ Moderate deviation principle for likelihood ratio test in multivariate linear regression model

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