Moderate deviation principle for likelihood ratio test in multivariate linear regression model

DOI10.1016/J.JMVA.2022.105139OpenAlexW4311748738MaRDI QIDQ2111071FDOQ2111071

Yanyan Li

Publication date: 23 December 2022

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105139

zbMATH Keywords

high-dimensional datalikelihood ratio testmoderate deviation principlemultivariate linear regressionregression coefficient matrix

Mathematics Subject Classification ID

Large deviations (60F10) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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