On the phase transition of Wilks’ phenomenon

DOI10.1093/BIOMET/ASAA078OpenAlexW3088670832MaRDI QIDQ5022657FDOQ5022657

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)

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

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