Directional testing for high dimensional multivariate normal distributions

DOI10.1214/22-EJS2089MaRDI QIDQ2106807zbMATH OpenFDO

Authors Caizhu Huang, Claudia Di Caterina, N. Sartori

Publication date 19 December 2022

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2107.09418, https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-16/issue-2/Directional-testing-for-high-dimensional-multivariate-normal-distributions/10.1214/22-EJS2089.full

zbMATH Keywords

Bartlett correctionlikelihood ratio statisticexponential familysaddlepoint approximationhigher-order asymptotics

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

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Cited in

(9)

• scientific article; zbMATH DE number 7376764 (Why is no real title available?)
• Tests of Concentration for Low-Dimensional and High-Dimensional Directional Data
• A test for the equality of the direction parameters in a sample from the N-dimensional hyperboloid distribution
• Critical values and powers for tests of uniformity of directions under multivariate normality
• Directional testing for high dimensional multivariate normal distributions
• A directional look at F‐tests
• An inverse norm weight spatial sign test for high-dimensional directional data
• Directional testing for high-dimensional multivariate normal distributions
• Directional tests in Gaussian graphical models

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