Likelihood Ratio Tests for High‐Dimensional Normal Distributions (Q3460657)

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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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