Moderate deviation principle for different types of classical likelihood ratio tests
From MaRDI portal
Publication:6541102
DOI10.1080/03610926.2022.2144376MaRDI QIDQ6541102FDOQ6541102
Authors: Yong Zhang, Congmin Liu, Zhiming Wang
Publication date: 17 May 2024
Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Properties of sufficiency and statistical tests
- On the distribution of the largest eigenvalue in principal components analysis
- Optimal hypothesis testing for high dimensional covariance matrices
- Title not available (Why is that?)
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Tests for high-dimensional covariance matrices
- Corrections to LRT on large-dimensional covariance matrix by RMT
- CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
- Title not available (Why is that?)
- Delta method in large deviations and moderate deviations for estimators
- Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Tests for large-dimensional covariance structure based on Rao's score test
- On the sphericity test with large-dimensional observations
- Moderate and Cramér-type large deviation theorems for M-estimators
- Likelihood ratio tests for high-dimensional normal distributions
- Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions
- A study of two high-dimensional likelihood ratio tests under alternative hypotheses
- Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure
- Significance test for sphericity of a normal \(n\)-variate distribution.
- Moderate deviations for the total population arising from a nearly unstable sub-critical Galton-Watson process with immigration
- A test for block circular symmetric covariance structure with divergent dimension
This page was built for publication: Moderate deviation principle for different types of classical likelihood ratio tests
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6541102)