High-Dimensional Edgeworth Expansion of LR Statistic for Testing Circular Symmetric Covariance Structure and Its Error Bound
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Publication:2920011
DOI10.1080/03610926.2011.552826zbMath1270.62042OpenAlexW2035976677MaRDI QIDQ2920011
Publication date: 23 October 2012
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.552826
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Related Items (5)
High-dimensional Edgeworth expansion of the determinant of sample correlation matrix and its error bound ⋮ High-dimensional Edgeworth expansion of LR statistic for testing block circular symmetry covariance structure and its errors ⋮ High-dimensional asymptotic expansion of the null distribution for Schott’s test statistic for complete independence of normal random variables ⋮ Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix ⋮ A high-dimensional likelihood ratio test for circular symmetric covariance structure
Cites Work
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- Edgeworth expansion of Wilks' lambda statistic
- Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry
- High-dimensional asymptotic expansions for the distributions of canonical correlations
- High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound
- Optimal tests for nested designs with circular stationary dependence
- Berry-Esseen bound for high dimensional asymptotic approximation of Wilks' lambda distribution
- Asymptotic Expansion of the Null Distribution of LR Statistic for Multivariate Linear Hypothesis when the Dimension is Large
- Testing and Estimation for a Circular Stationary Model
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