Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions

DOI10.1214/13-AOS1134zbMath1277.62149arXiv1306.0254OpenAlexW2963562991MaRDI QIDQ385782

Tiefeng Jiang, Fan Yang

Publication date: 11 December 2013

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.0254

zbMATH Keywords

covariance matrixmultivariate gamma functionhigh-dimensional datamultivariate normal distributionsmean vectors

Mathematics Subject Classification ID

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