Asymptotic power of likelihood ratio tests for high dimensional data
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Publication:2453893
DOI10.1016/j.spl.2014.02.010zbMath1288.62026arXiv1302.3302OpenAlexW2964140868MaRDI QIDQ2453893
Publication date: 11 June 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.3302
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Related Items (3)
Power computation for hypothesis testing with high-dimensional covariance matrices ⋮ Hypothesis testing on linear structures of high-dimensional covariance matrix ⋮ Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model
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