Pages that link to "Item:Q385782"
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The following pages link to Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782):
Displaying 37 items.
- Hypothesis Testing for Block-structured Correlation for High Dimensional Variables (Q5066769) (← links)
- On high-dimensional tests for mutual independence based on Pearson’s correlation coefficient (Q5077444) (← 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)
- On the asymptotic behavior of the eigenvalue distribution of block correlation matrices of high-dimensional time series (Q5092958) (← links)
- Discriminant analysis in small and large dimensions (Q5117960) (← 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 the complete independence of high-dimensional random vectors (Q5221520) (← 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)
- Adaptive Tests for Bandedness of High-dimensional Covariance Matrices (Q6069890) (← links)
- The volume of random simplices from elliptical distributions in high dimension (Q6072912) (← links)
- The moderate deviation principles of likelihood ratio tests under alternative hypothesis (Q6077687) (← links)
- A test for the identity of a high-dimensional correlation matrix based on the \(\ell_4\)-norm (Q6101694) (← links)
- Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality (Q6106231) (← links)
- Hypothesis testing for independence given a blocked compound symmetric covariance structure in a high-dimensional setting (Q6106269) (← links)
- A note on asymptotics of classical likelihood ratio tests for high-dimensional normal distributions (Q6115515) (← 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)
- Dimension-agnostic inference using cross U-statistics (Q6178581) (← links)
- A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes (Q6183780) (← links)
- Rank-based indices for testing independence between two high-dimensional vectors (Q6192324) (← links)
- Rank-based max-sum tests for mutual independence of high-dimensional random vectors (Q6193027) (← links)
- Hypothesis testing for mean vector and covariance matrix of multi-populations under a two-step monotone incomplete sample in large sample and dimension (Q6536686) (← links)
- Moderate deviation principle for different types of classical likelihood ratio tests (Q6541102) (← links)
- Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics (Q6550967) (← links)
- Linear spectral statistics of sequential sample covariance matrices (Q6596222) (← links)
- Log determinant of large correlation matrices under infinite fourth moment (Q6596226) (← links)
- Homogeneity tests for high-dimensional mean vectors and covariance matrices (Q6621347) (← links)
- Spectrum of high-dimensional sample covariance and related matrices: a selective review (Q6645567) (← links)
- Spectral statistics of sample block correlation matrices (Q6656603) (← links)
