Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
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Cites work
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- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- A High Dimensional Two Sample Significance Test
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- Corrections to LRT on large-dimensional covariance matrix by RMT
- Matrix models for beta ensembles
- Some Non-Central Distribution Problems in Multivariate Analysis
- The importance of the Selberg integral
Cited in
(53)- A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance
- Moderate deviation principle for different types of classical likelihood ratio tests
- Inferring the finest pattern of mutual independence from data
- Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices
- Rank-based max-sum tests for mutual independence of high-dimensional random vectors
- Likelihood ratio tests for high-dimensional normal distributions
- Modified Pillai's trace statistics for two high-dimensional sample covariance matrices
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
- Central limit theorems for classical 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
- Sharp minimax tests for large Toeplitz covariance matrices with repeated observations
- Testing for covariance matrices in time-varying coefficient panel data models with fixed effects
- A note on asymptotics of classical likelihood ratio tests for high-dimensional normal distributions
- Adaptive test for large covariance matrices with missing observations
- Optimal hypothesis testing for high dimensional covariance matrices
- Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions
- scientific article; zbMATH DE number 3854216 (Why is no real title available?)
- Testing independence in high-dimensional multivariate normal data
- Empirical likelihood method for complete independence test on high-dimensional data
- Projected tests for high-dimensional covariance matrices
- Global one-sample tests for high-dimensional covariance matrices
- Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions
- Large deviations of spread measures for Gaussian matrices
- Testing identity of high-dimensional covariance matrix
- Testing independence via spectral moments
- Testing high dimensional covariance matrices via posterior Bayes factor
- Hypothesis testing on linear structures of high-dimensional covariance matrix
- Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors
- Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors
- Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality
- Asymptotic power of likelihood ratio tests for high dimensional data
- Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure
- Contiguity under high-dimensional Gaussianity with applications to covariance testing
- scientific article; zbMATH DE number 3868437 (Why is no real title available?)
- Likelihood ratio test in multivariate linear regression: from low to high dimension
- Generalized Schott type tests for complete independence in high dimensions
- Tests for large-dimensional covariance structure based on Rao's score test
- On testing the equality of high dimensional mean vectors with unequal covariance matrices
- The moderate deviation principles of likelihood ratio tests under alternative hypothesis
- A study of two high-dimensional likelihood ratio tests under alternative hypotheses
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices
- On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
- Testing covariance structure of large-dimensional data based on Wald's score test
- Adaptive Tests for Bandedness of High-dimensional Covariance Matrices
- Regularized LRT for large scale covariance matrices: one sample problem
- A two-sample test for the equality of univariate marginal distributions for high-dimensional data
- On Schott's and Mao's test statistics for independence of normal random vectors
- Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices
- Accurate Critical Constants for the One-Sided Approximate Likelihood Ratio Test of a Normal Mean Vector When the Covariance Matrix Is Estimated
- Block-diagonal test for high-dimensional covariance matrices
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- Tests for high-dimensional covariance matrices
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