Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
scientific article

    Statements

    Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (English)
    0 references
    0 references
    0 references
    11 December 2013
    0 references
    high-dimensional data
    0 references
    multivariate normal distributions
    0 references
    covariance matrix
    0 references
    mean vectors
    0 references
    multivariate gamma function
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references