Pages that link to "Item:Q2400815"

The following pages link to Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions (Q2400815):

Displaying 7 items.

• Variance-corrected tests for covariance structures with high-dimensional data (Q1679563) (← links)
• Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model (Q1787145) (← links)
• Likelihood ratio tests under model misspecification in high dimensions (Q2101476) (← links)
• Moderate deviation principle for likelihood ratio test in multivariate linear regression model (Q2111071) (← links)
• A test for block circular symmetric covariance structure with divergent dimension (Q5881044) (← links)
• The moderate deviation principles of likelihood ratio tests under alternative hypothesis (Q6077687) (← links)
• Hypothesis testing for independence given a blocked compound symmetric covariance structure in a high-dimensional setting (Q6106269) (← links)