Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure

DOI10.1080/02331888.2020.1715408zbMATH Open1437.62201OpenAlexW3002230054WikidataQ126304597 ScholiaQ126304597MaRDI QIDQ5213360FDOQ5213360

Gaoming Sun, Junshan Xie

Publication date: 3 February 2020

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2020.1715408

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zbMATH Keywords

asymptotic normalityhigh-dimensional datalikelihood ratio testmoderate deviation principleBCS covariance structure

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05)

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Cited In (6)

• 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 principle for different types of classical likelihood ratio tests
• Testing independence under a block compound symmetry covariance structure

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