A test for block circular symmetric covariance structure with divergent dimension

DOI10.1051/ps/2019020OpenAlexW2971409011MaRDI QIDQ5881044

Gaoming Sun, Junshan Xie

Publication date: 9 March 2023

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2019020

zbMATH Keywords

asymptotic normalitylikelihood ratio testmoderate deviation principleblock circular symmetric model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (3)

High-dimensional Edgeworth expansion of LR statistic for testing block circular symmetry covariance structure and its errors ⋮ The moderate deviation principles of likelihood ratio tests under alternative hypothesis ⋮ Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix

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