Likelihood ratio tests for high-dimensional normal distributions
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Publication:3460657
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Cites work
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 3092167 (Why is no real title available?)
- A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
- Asymptotic power of sphericity tests for high-dimensional data
- Asymptotic theory for maximum deviations of sample covariance matrix estimates
- CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Corrections to LRT on large-dimensional covariance matrix by RMT
- Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
- Likelihood ratio tests for high-dimensional normal distributions
- Multivariate statistical analysis. A high-dimensional approach
- Multivariate statistics. High dimensional and large-sample approximations.
- On the Independence of k Sets of Normally Distributed Statistical Variables
- Optimal hypothesis testing for high dimensional covariance matrices
- Properties of sufficiency and statistical tests
- Signal detection in high dimension: the multispiked case
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Some tests for the equality of covariance matrices
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
- Testing for complete independence in high dimensions
- Tests for high-dimensional covariance matrices
- The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
- Two sample tests for high-dimensional covariance matrices
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
- Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices
- Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations
Cited in
(47)- Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications
- Testing linear hypotheses in high-dimensional regressions
- Testing independence in high-dimensional multivariate normal data
- Empirical likelihood method for complete independence test on high-dimensional data
- Likelihood ratio tests under model misspecification in high dimensions
- A Bartlett-type correction for likelihood ratio tests with application to testing equality of Gaussian graphical models
- Total variation approximation of random orthogonal matrices by Gaussian matrices
- Contiguity under high-dimensional Gaussianity with applications to covariance testing
- Moderate deviation principle for likelihood ratio test in multivariate linear regression model
- Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors
- High-dimensional Edgeworth expansion of the determinant of sample correlation matrix and its error bound
- Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
- Testing independence via spectral moments
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- scientific article; zbMATH DE number 5127277 (Why is no real title available?)
- Testing independence in high dimensions with sums of rank correlations
- Likelihood ratio tests for high-dimensional normal distributions
- The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
- On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
- Max-sum tests for cross-sectional independence of high-dimensional panel data
- A note on asymptotics of classical likelihood ratio tests for high-dimensional normal distributions
- Hypothesis testing on linear structures of high-dimensional covariance matrix
- Block-diagonal test for high-dimensional covariance matrices
- A test for block circular symmetric covariance structure with divergent dimension
- On Schott's and Mao's test statistics for independence of normal random vectors
- Logarithmic law of large random correlation matrices
- Tests de la razón de verosimilitud para medias de poblaciones normales, sujetas a restricciones
- A high-dimensional likelihood ratio test for circular symmetric covariance structure
- Use of Random Integration to Test Equality of High Dimensional Covariance Matrices
- Testing for independence in high dimensions based on empirical copulas
- Directional testing for high dimensional multivariate normal distributions
- The moderate deviation principles of likelihood ratio tests under alternative hypothesis
- A study of two high-dimensional likelihood ratio tests under alternative hypotheses
- High-dimensional sphericity test by extended likelihood ratio
- Simultaneous testing of mean vector and covariance matrix for high-dimensional data
- Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure
- A note on the likelihood ratio test in high-dimensional exploratory factor analysis
- Likelihood ratio test in multivariate linear regression: from low to high dimension
- Likelihood ratio tests for many groups in high dimensions
- Asymptotic distribution of the maximum interpoint distance for high-dimensional data
- Generalized Schott type tests for complete independence in high dimensions
- Moderate deviation principle for different types of classical likelihood ratio tests
- Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors
- Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices
- Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics
- Asymptotic power of Rao's score test for independence in high dimensions
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