A high-dimensional likelihood ratio test for circular symmetric covariance structure

DOI10.1080/03610926.2017.1319484MaRDI QIDQ4634825zbMATH OpenOpenAlexFDO

Authors Linqi Yi, Junshan Xie

Publication date 11 April 2018

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2017.1319484

zbMATH Keywords

circular symmetric covariance structurehigh-dimensional datalikelihood ratio test

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
• Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry
• ESTIMATION OF FAMILIAL CORRELATIONS UNDER AUTOREGRESSIVE CIRCULAR COVARIANCE
• High-Dimensional Edgeworth Expansion of LR Statistic for Testing Circular Symmetric Covariance Structure and Its Error Bound
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• Likelihood ratio tests for high-dimensional normal distributions
• Multivariate statistics. High dimensional and large-sample approximations.
• Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions
• On testing circular stationary and related models
• Probability: A Graduate Course
• Testing and Estimation for a Circular Stationary Model

Cited in

(9)

• Asymptotic distribution of the LR statistic for equality of the smallest eigenvalues in high-dimensional principal component analysis
• Asymptotic power of likelihood ratio tests for high dimensional data
• High-Dimensional Edgeworth Expansion of LR Statistic for Testing Circular Symmetric Covariance Structure and Its Error Bound
• Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
• A test for block circular symmetric covariance structure with divergent dimension
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
• Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix
• Testing covariance structures belonging to a quadratic subspace under a doubly multivariate model
• Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix in elliptical distributions

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