Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
From MaRDI portal
Publication:433736
DOI10.1016/J.JSPI.2012.02.057zbMATH Open1244.62082OpenAlexW2145234455MaRDI QIDQ433736FDOQ433736
Authors: Dandan Jiang, Tiefeng Jiang, Fan Yang 
Publication date: 6 July 2012
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2012.02.057
Recommendations
- A study of two high-dimensional likelihood ratio tests under alternative hypotheses
- Likelihood ratio test for one-sided hypothesis of covariance matrices of two normal populations
- Corrections to LRT on large-dimensional covariance matrix by RMT
- Likelihood ratio tests for high-dimensional normal distributions
- Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors
Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Gamma, beta and polygamma functions (33B15) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)
Cites Work
- Title not available (Why is that?)
- Matrix models for beta ensembles
- Some Non-Central Distribution Problems in Multivariate Analysis
- Title not available (Why is that?)
- Corrections to LRT on large-dimensional covariance matrix by RMT
- Title not available (Why is that?)
- Title not available (Why is that?)
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- Title not available (Why is that?)
- The importance of the Selberg integral
- Complex analysis. Transl. from the German by Dan Fulea
- A High Dimensional Two Sample Significance Test
- Book review of: Daniel S. Alexander, A history of complex dynamics. From Schröder to Fatou and Julia.
Cited In (53)
- Inferring the finest pattern of mutual independence from data
- A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance
- Rank-based max-sum tests for mutual independence of high-dimensional random vectors
- Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices
- Moderate deviation principle for different types of classical likelihood ratio tests
- Testing independence in high-dimensional multivariate normal data
- Empirical likelihood method for complete independence test on high-dimensional data
- Contiguity under high-dimensional Gaussianity with applications to covariance testing
- Title not available (Why is that?)
- Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors
- Sharp minimax tests for large Toeplitz covariance matrices with repeated observations
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices
- Accurate Critical Constants for the One-Sided Approximate Likelihood Ratio Test of a Normal Mean Vector When the Covariance Matrix Is Estimated
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
- Testing independence via spectral moments
- A two-sample test for the equality of univariate marginal distributions for high-dimensional data
- Likelihood ratio tests for high-dimensional normal distributions
- Kronecker delta method for testing independence between two vectors in high-dimension
- Testing hypotheses about covariance matrices in general MANOVA designs
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Testing for covariance matrices in time-varying coefficient panel data models with fixed effects
- Optimal hypothesis testing for high dimensional covariance matrices
- On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
- A note on asymptotics of classical likelihood ratio tests for high-dimensional normal distributions
- Large deviations of spread measures for Gaussian matrices
- Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions
- Hypothesis testing on linear structures of high-dimensional covariance matrix
- Block-diagonal test for high-dimensional covariance matrices
- Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality
- On Schott's and Mao's test statistics for independence of normal random vectors
- Adaptive test for large covariance matrices with missing observations
- Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension
- Projected tests for high-dimensional covariance matrices
- Testing identity of high-dimensional covariance matrix
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- Testing high dimensional covariance matrices via posterior Bayes factor
- Tests for large-dimensional covariance structure based on Rao's score test
- Adaptive Tests for Bandedness of High-dimensional Covariance Matrices
- Testing covariance structure of large-dimensional data based on Wald's score test
- The moderate deviation principles of likelihood ratio tests under alternative hypothesis
- Regularized LRT for large scale covariance matrices: one sample problem
- A study of two high-dimensional likelihood ratio tests under alternative hypotheses
- Title not available (Why is that?)
- Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure
- Asymptotic power of likelihood ratio tests for high dimensional data
- Global one-sample tests for high-dimensional covariance matrices
- Modified Pillai's trace statistics for two high-dimensional sample covariance matrices
- Generalized Schott type tests for complete independence in high dimensions
- Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions
- Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors
- On testing the equality of high dimensional mean vectors with unequal covariance matrices
- Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices
- Tests for high-dimensional covariance matrices
This page was built for publication: Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q433736)
