Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782)
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scientific article; zbMATH DE number 6237604
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| English | Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions |
scientific article; zbMATH DE number 6237604 |
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Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (English)
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11 December 2013
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high-dimensional data
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multivariate normal distributions
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covariance matrix
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mean vectors
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multivariate gamma function
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0.8842065334320068
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0.881689190864563
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0.8621761798858643
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0.8371871113777161
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