Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings

DOI10.1016/j.jmva.2022.105049MaRDI QIDQ2079602

Katarzyna Filipiak, Daniel Klein, Jolanta Pielaszkiewicz

Publication date: 30 September 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105049

zbMATH Keywords

likelihood ratio test; compound symmetry structure; high-dimensional asymptotics; Rao score test; large dimensional asymptotics

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62H15: Hypothesis testing in multivariate analysis

62E15: Exact distribution theory in statistics

Uses Software

• DLMF
• GitHub
• CharFunTool