Likelihood Ratio Tests for High‐Dimensional Normal Distributions (Q3460657)
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English | Likelihood Ratio Tests for High‐Dimensional Normal Distributions |
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Likelihood Ratio Tests for High‐Dimensional Normal Distributions (English)
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8 January 2016
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central limit theorem
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covariance matrix
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high-dimensional data
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hypothesis test
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likelihood ratio test
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mean vector
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multivariate gamma function
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multivariate normal distribution
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