A study of two high-dimensional likelihood ratio tests under alternative hypotheses
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Cites work
- 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
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
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- 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
(26)- On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
- Test on the linear combinations of covariance matrices in high-dimensional data
- Moderate deviation principle for likelihood ratio test in multivariate linear regression model
- High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints
- Modified Pillai's trace statistics for two high-dimensional sample covariance matrices
- Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors
- Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions
- Testing high dimensional covariance matrices via posterior Bayes factor
- Tests for high-dimensional covariance matrices
- Global one-sample tests for high-dimensional covariance matrices
- Likelihood ratio tests for high-dimensional normal distributions
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
- Estimation and testing for panel data partially linear single-index models with errors correlated in space and time
- Multiple change-points detection in high dimension
- Asymptotic normality of high-dimensional Wilks'\(\lambda\) statistics
- Quadratic statistics in testing problems of large dimension
- The moderate deviation principles of likelihood ratio tests under alternative hypothesis
- A note on asymptotics of classical likelihood ratio tests for high-dimensional normal distributions
- Contiguity under high-dimensional Gaussianity with applications to covariance testing
- Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors
- Moderate deviation principle for different types of classical likelihood ratio tests
- Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics
- Spectral statistics of sample block correlation matrices
- Largest entries of high-dimensional sample covariance matrix under autoregressive structure: asymptotic theory and phase transition
- Simultaneous test of the mean vectors and covariance matrices for high-dimensional data using RMT
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