Pages that link to "Item:Q4603582"

The following pages link to A study of two high-dimensional likelihood ratio tests under alternative hypotheses (Q4603582):

Displaying 11 items.

• On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality (Q1726809) (← links)
• Test on the linear combinations of covariance matrices in high-dimensional data (Q2066518) (← links)
• Moderate deviation principle for likelihood ratio test in multivariate linear regression model (Q2111071) (← links)
• Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119) (← links)
• Testing high dimensional covariance matrices via posterior Bayes factor (Q2657188) (← links)
• Tests for high-dimensional covariance matrices (Q3387058) (← links)
• Global one-sample tests for high-dimensional covariance matrices (Q3389616) (← links)
• Estimation and testing for panel data partially linear single-index models with errors correlated in space and time (Q5107061) (← links)
• Multiple change-points detection in high dimension (Q5108292) (← links)
• The moderate deviation principles of likelihood ratio tests under alternative hypothesis (Q6077687) (← links)
• Contiguity under high-dimensional Gaussianity with applications to covariance testing (Q6138900) (← links)