A study of two high-dimensional likelihood ratio tests under alternative hypotheses
From MaRDI portal
Publication:4603582
Recommendations
- Likelihood ratio tests for high-dimensional normal distributions
- Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors
- Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors
Cites work
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 3942782 (Why is no real title available?)
- scientific article; zbMATH DE number 4060392 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
- 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
- Optimal hypothesis testing for high dimensional covariance matrices
- 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
- Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
- Testing for complete independence in high dimensions
- Tests for high-dimensional covariance matrices
Cited in
(24)- 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
- Asymptotic normality of high-dimensional Wilks'\(\lambda\) statistics
- Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
- High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Likelihood ratio tests for high-dimensional normal distributions
- 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
- Test on the linear combinations of covariance matrices in high-dimensional data
- Testing high dimensional covariance matrices via posterior Bayes factor
- Estimation and testing for panel data partially linear single-index models with errors correlated in space and time
- The moderate deviation principles of likelihood ratio tests under alternative hypothesis
- Global one-sample tests for high-dimensional covariance matrices
- Spectral statistics of sample block correlation matrices
- Quadratic statistics in testing problems of large dimension
- Multiple change-points detection in high dimension
- Modified Pillai's trace statistics for two high-dimensional sample covariance matrices
- Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions
- 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
- Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics
- Tests for high-dimensional covariance matrices
This page was built for publication: A study of two high-dimensional likelihood ratio tests under alternative hypotheses
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4603582)
