Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices
From MaRDI portal
Publication:6118390
DOI10.1007/s00184-023-00912-6arXiv2110.02384MaRDI QIDQ6118390
Publication date: 21 March 2024
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.02384
likelihood ratio testcentral limit theoremmultivariate gamma functionmultivariate normal distribution
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
- Two sample tests for high-dimensional covariance matrices
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
- Testing the equality of several covariance matrices with fewer observations than the dimension
- Corrections to LRT on large-dimensional covariance matrix by RMT
- Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Likelihood ratio tests for many groups in high dimensions
- Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors
- Likelihood Ratio Tests for High‐Dimensional Normal Distributions
- CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
- Testing homogeneity of high-dimensional covariance matrices
- Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices
- A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
This page was built for publication: Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices
