Pages that link to "Item:Q3460657"

The following pages link to Likelihood Ratio Tests for High‐Dimensional Normal Distributions (Q3460657):

Displaying 38 items.

• Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (Q820817) (← links)
• On Schott's and Mao's test statistics for independence of normal random vectors (Q1644198) (← links)
• Asymptotic power of Rao's score test for independence in high dimensions (Q1715529) (← links)
• On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality (Q1726809) (← links)
• Testing independence in high dimensions with sums of rank correlations (Q1747739) (← links)
• Generalized Schott type tests for complete independence in high dimensions (Q2022562) (← links)
• High-dimensional sphericity test by extended likelihood ratio (Q2051523) (← links)
• A note on the likelihood ratio test in high-dimensional exploratory factor analysis (Q2066588) (← links)
• Asymptotic distribution of the maximum interpoint distance for high-dimensional data (Q2081743) (← links)
• Likelihood ratio tests under model misspecification in high dimensions (Q2101476) (← links)
• A Bartlett-type correction for likelihood ratio tests with application to testing equality of Gaussian graphical models (Q2105404) (← links)
• Directional testing for high dimensional multivariate normal distributions (Q2106807) (← links)
• Moderate deviation principle for likelihood ratio test in multivariate linear regression model (Q2111071) (← links)
• Max-sum tests for cross-sectional independence of high-dimensional panel data (Q2131268) (← links)
• Total variation approximation of random orthogonal matrices by Gaussian matrices (Q2181628) (← links)
• Likelihood ratio tests for many groups in high dimensions (Q2181720) (← links)
• Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) (← links)
• Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors (Q2317887) (← links)
• Simultaneous testing of mean vector and covariance matrix for high-dimensional data (Q2407080) (← links)
• Likelihood Ratio Tests for High‐Dimensional Normal Distributions (Q3460657) (← links)
• Testing Independence via Spectral Moments (Q4554535) (← links)
• A study of two high-dimensional likelihood ratio tests under alternative hypotheses (Q4603582) (← links)
• A high-dimensional likelihood ratio test for circular symmetric covariance structure (Q4634825) (← links)
• Testing independence in high-dimensional multivariate normal data (Q5078556) (← links)
• Empirical likelihood method for complete independence test on high-dimensional data (Q5086106) (← links)
• High-dimensional Edgeworth expansion of the determinant of sample correlation matrix and its error bound (Q5086635) (← links)
• Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension (Q5155185) (← 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)
• Use of Random Integration to Test Equality of High Dimensional Covariance Matrices (Q6069480) (← links)
• The moderate deviation principles of likelihood ratio tests under alternative hypothesis (Q6077687) (← links)
• Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices (Q6118390) (← links)
• Contiguity under high-dimensional Gaussianity with applications to covariance testing (Q6138900) (← links)
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review (Q6149605) (← links)
• Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors (Q6157048) (← links)
• Block-diagonal test for high-dimensional covariance matrices (Q6169925) (← links)
• Logarithmic law of large random correlation matrices (Q6178564) (← links)
• Testing for independence in high dimensions based on empirical copulas (Q6192330) (← links)