On the phase transition of Wilks’ phenomenon

DOI10.1093/BIOMET/ASAA078MaRDI QIDQ5022657zbMATH OpenOpenAlexFDO

Authors Yinqiu He, Bo Meng, Zhenghao Zeng, Gongjun Xu

Publication date 19 January 2022

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2008.05974

zbMATH Keywords

phase transitionlikelihood ratio testWilks' phenomenon

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(3)

• Directional testing for high dimensional multivariate normal distributions
• On the Phase Transition of Wilk's Phenomenon
• A Bartlett-type correction for likelihood ratio tests with application to testing equality of Gaussian graphical models

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