Pages that link to "Item:Q385782"
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The following pages link to Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782):
Displaying 50 items.
- On high-dimensional sign tests (Q282562) (← links)
- On testing the equality of high dimensional mean vectors with unequal covariance matrices (Q520564) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242) (← links)
- Spectral statistics of large dimensional Spearman's rank correlation matrix and its application (Q892251) (← links)
- Approximation of rectangular beta-Laguerre ensembles and large deviations (Q895890) (← links)
- On Schott's and Mao's test statistics for independence of normal random vectors (Q1644198) (← links)
- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\) (Q1659185) (← links)
- On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality (Q1726809) (← links)
- Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case (Q1731774) (← links)
- A nonuniform bound to an independent test in high dimensional data analysis via Stein's method (Q1733155) (← links)
- Testing independence with high-dimensional correlated samples (Q1750290) (← links)
- Projection tests for high-dimensional spiked covariance matrices (Q1755108) (← links)
- On the dimension effect of regularized linear discriminant analysis (Q1786573) (← links)
- High-dimensional consistent independence testing with maxima of rank correlations (Q1996766) (← links)
- Likelihood ratio test for partial sphericity in high and ultra-high dimensions (Q2011514) (← links)
- Generalized Schott type tests for complete independence in high dimensions (Q2022562) (← links)
- High-dimensional sphericity test by extended likelihood ratio (Q2051523) (← links)
- A note on the likelihood ratio test in high-dimensional exploratory factor analysis (Q2066588) (← links)
- Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series (Q2074296) (← links)
- Asymptotic distribution of the maximum interpoint distance for high-dimensional data (Q2081743) (← links)
- Likelihood ratio tests under model misspecification in high dimensions (Q2101476) (← links)
- A Bartlett-type correction for likelihood ratio tests with application to testing equality of Gaussian graphical models (Q2105404) (← links)
- Directional testing for high dimensional multivariate normal distributions (Q2106807) (← links)
- Moderate deviation principle for likelihood ratio test in multivariate linear regression model (Q2111071) (← links)
- Kronecker delta method for testing independence between two vectors in high-dimension (Q2122817) (← links)
- Max-sum tests for cross-sectional independence of high-dimensional panel data (Q2131268) (← links)
- Likelihood ratio tests for many groups in high dimensions (Q2181720) (← links)
- Two-sample tests for high-dimensional covariance matrices using both difference and ratio (Q2219224) (← links)
- A nonparametric test for block-diagonal covariance structure in high dimension and small samples (Q2274963) (← links)
- Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) (← links)
- Projected tests for high-dimensional covariance matrices (Q2301103) (← links)
- Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors (Q2317887) (← links)
- Testing for independence of large dimensional vectors (Q2328066) (← links)
- High-dimensional tests for spherical location and spiked covariance (Q2350053) (← links)
- Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions (Q2400815) (← links)
- Simultaneous testing of mean vector and covariance matrix for high-dimensional data (Q2407080) (← links)
- Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices (Q2419661) (← links)
- Asymptotic power of likelihood ratio tests for high dimensional data (Q2453893) (← links)
- Asymptotically independent U-statistics in high-dimensional testing (Q2656592) (← links)
- Testing high-dimensional covariance matrices under the elliptical distribution and beyond (Q2658752) (← links)
- Tests for high-dimensional covariance matrices (Q3387058) (← links)
- Global one-sample tests for high-dimensional covariance matrices (Q3389616) (← links)
- Hypothesis Testing for Block-structured Correlation for High Dimensional Variables (Q5066769) (← links)
- Discriminant analysis in small and large dimensions (Q5117960) (← links)
- Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension (Q5155185) (← links)
- A test for block circular symmetric covariance structure with divergent dimension (Q5881044) (← links)
- Use of Random Integration to Test Equality of High Dimensional Covariance Matrices (Q6069480) (← links)
- Adaptive Tests for Bandedness of High-dimensional Covariance Matrices (Q6069890) (← links)
- The volume of random simplices from elliptical distributions in high dimension (Q6072912) (← links)
