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

DOI10.1080/03610926.2017.1319484zbMATH Open1462.62348OpenAlexW2606672804MaRDI QIDQ4634825FDOQ4634825

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

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zbMATH Keywords

high-dimensional datalikelihood ratio testcircular symmetric covariance structure

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Testing and Estimation for a Circular Stationary Model
• Title not available (Why is that?)
• ESTIMATION OF FAMILIAL CORRELATIONS UNDER AUTOREGRESSIVE CIRCULAR COVARIANCE
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• Probability: A Graduate Course
• Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
• Multivariate statistics. High dimensional and large-sample approximations.
• Likelihood ratio tests for high-dimensional normal distributions
• On testing circular stationary and related models
• Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry
• Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions
• High-Dimensional Edgeworth Expansion of LR Statistic for Testing Circular Symmetric Covariance Structure and Its Error Bound

Cited In (7)

• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
• 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
• Asymptotic power of likelihood ratio tests for high dimensional data
• Asymptotic distribution of the LR statistic for equality of the smallest eigenvalues in high-dimensional principal component analysis
• Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix

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