Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors

DOI10.1007/s00362-022-01348-2zbMath1512.62058arXiv2207.10191WikidataQ114229770 ScholiaQ114229770MaRDI QIDQ6157048

Yongcheng Qi, Mingyue Hu

Publication date: 19 June 2023

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.10191

zbMATH Keywords

independencelikelihood ratio testcentral limit theoremhigh dimensionchi-square approximationnormal random vectornon-normal limit

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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• Likelihood Ratio Tests for High‐Dimensional Normal Distributions
• Testing for complete independence in high dimensions
• Tests for High-Dimensional Covariance Matrices
• Testing the independence of two random vectors where only one dimension is large
• Some tests for the equality of covariance matrices

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