Pages that link to "Item:Q321908"
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The following pages link to Tests for large-dimensional covariance structure based on Rao's score test (Q321908):
Displaying 8 items.
- Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings (Q2079602) (← links)
- Likelihood-based tests on moderate-high-dimensional mean vectors with unequal covariance matrices (Q2398414) (← links)
- Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions (Q2400815) (← links)
- Testing covariance structure of large-dimensional data based on Wald’s score test (Q5359047) (← links)
- A Universal Test on Spikes in a High-Dimensional Generalized Spiked Model and Its Applications (Q6069893) (← links)
- The moderate deviation principles of likelihood ratio tests under alternative hypothesis (Q6077687) (← links)
- Moderate deviation principle for different types of classical likelihood ratio tests (Q6541102) (← links)
- Covariance structure tests for multivariate \(t\)-distribution (Q6640098) (← links)
