Pages that link to "Item:Q2400815"
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The following pages link to Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions (Q2400815):
Displayed 8 items.
- Variance-corrected tests for covariance structures with high-dimensional data (Q1679563) (← links)
- Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model (Q1787145) (← links)
- Likelihood ratio tests under model misspecification in high dimensions (Q2101476) (← links)
- Moderate deviation principle for likelihood ratio test in multivariate linear regression model (Q2111071) (← links)
- Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure (Q5213360) (← links)
- A test for block circular symmetric covariance structure with divergent dimension (Q5881044) (← links)
- The moderate deviation principles of likelihood ratio tests under alternative hypothesis (Q6077687) (← links)
- Hypothesis testing for independence given a blocked compound symmetric covariance structure in a high-dimensional setting (Q6106269) (← links)