Pages that link to "Item:Q2181720"

The following pages link to Likelihood ratio tests for many groups in high dimensions (Q2181720):

Displaying 11 items.

• Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series (Q2074296) (← links)
• Likelihood ratio tests under model misspecification in high dimensions (Q2101476) (← links)
• On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime (Q2111066) (← links)
• On the asymptotic behavior of the eigenvalue distribution of block correlation matrices of high-dimensional time series (Q5092958) (← links)
• Hypothesis testing for panels of semi-Markov processes with parametric sojourn time distributions (Q6049414) (← links)
• The volume of random simplices from elliptical distributions in high dimension (Q6072912) (← links)
• Sequential monitoring of high‐dimensional time series (Q6073436) (← links)
• Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices (Q6118390) (← links)
• Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors (Q6157048) (← links)
• Logarithmic law of large random correlation matrices (Q6178564) (← links)
• On the distribution of sample scale-free scatter matrices (Q6494433) (← links)