Likelihood ratio tests under model misspecification in high dimensions

DOI10.1016/j.jmva.2022.105122OpenAlexW4306952953MaRDI QIDQ2101476

Nina Dörnemann

Publication date: 6 December 2022

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

Full work available at URL: https://arxiv.org/abs/2203.05423

zbMATH Keywords

likelihood ratio testcentral limit theoremmodel misspecificationhigh-dimensional inferenceequality of covariance matricesblock-diagonal covariance matrixnon-normal population

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Related Items

The volume of random simplices from elliptical distributions in high dimension, Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors, Logarithmic law of large random correlation matrices

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