Directional testing for high dimensional multivariate normal distributions

DOI10.1214/22-EJS2089MaRDI QIDQ2106807

Caizhu Huang, Claudia Di Caterina, Nicola Sartori

Publication date: 19 December 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.09418

zbMATH Keywords

saddlepoint approximationlikelihood ratio statisticexponential familyBartlett correctionhigher-order asymptotics

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

Related Items

Directional testing for high dimensional multivariate normal distributions

Cites Work

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