Likelihood Ratio Tests for High‐Dimensional Normal Distributions

DOI10.1111/sjos.12147zbMath1419.62143OpenAlexW1856239559MaRDI QIDQ3460657

Yongcheng Qi, Tiefeng Jiang

Publication date: 8 January 2016

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

Full work available at URL: https://doi.org/10.1111/sjos.12147

zbMATH Keywords

likelihood ratio testcovariance matrixhypothesis testcentral limit theoremmultivariate gamma functionhigh-dimensional datamultivariate normal distributionmean vector

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05) Asymptotic properties of parametric tests (62F05)

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