Likelihood ratio tests for high-dimensional normal distributions (Q3460657)
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scientific article; zbMATH DE number 6527641
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| English | Likelihood ratio tests for high-dimensional normal distributions |
scientific article; zbMATH DE number 6527641 |
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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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0.8899933695793152
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0.8842065334320068
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0.8613735437393188
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0.8501236438751221
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0.8331900835037231
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