Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure
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Recommendations
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Cites work
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 1076783 (Why is no real title available?)
- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- scientific article; zbMATH DE number 3412032 (Why is no real title available?)
- scientific article; zbMATH DE number 3080981 (Why is no real title available?)
- A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
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- Estimating and testing a structured covariance matrix for three-level multivariate data
- Estimation of interclass correlations in familial data
- High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound
- Likelihood ratio tests for high-dimensional normal distributions
- Linear Models with Exchangeably Distributed Errors
- Linear discrimination with equicorrelated training vectors
- Linear models with doubly exchangeable distributed errors
- Moderate and Cramér-type large deviation theorems for M-estimators
- Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions
- Multivariate Repeated-Measurement or Growth Curve Models with Multivariate Random-Effects Covariance Structure
- Multivariate statistics. High dimensional and large-sample approximations.
- Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
- Probability: A Graduate Course
- Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
- Testing a block exchangeable covariance matrix
- Testing and estimation when a normal covariance matrix has intraclass structure of arbitrary order
- Testing of multivariate repeated measures data with block exchangeable covariance structure
- Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
- Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions
- The Estimation of Intraclass Correlation in the Analysis of Family Data
- The likelihood ratio test for a separable covariance matrix
Cited in
(8)- Testing independence under a block compound symmetry covariance structure
- Likelihood ratio tests under model misspecification in high dimensions
- Moderate deviation principle for likelihood ratio test in multivariate linear regression model
- A test for block circular symmetric covariance structure with divergent dimension
- Hypothesis testing for independence given a blocked compound symmetric covariance structure in a high-dimensional setting
- The moderate deviation principles of likelihood ratio tests under alternative hypothesis
- Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions
- Moderate deviation principle for different types of classical likelihood ratio tests
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