Pages that link to "Item:Q2101476"
From MaRDI portal
The following pages link to Likelihood ratio tests under model misspecification in high dimensions (Q2101476):
Displaying 13 items.
- A note on the likelihood ratio test in high-dimensional exploratory factor analysis (Q2066588) (← links)
- Likelihood ratio tests for many groups in high dimensions (Q2181720) (← links)
- The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square (Q2273603) (← links)
- Empirical Likelihood Ratio Tests for Coefficients in High Dimensional Heteroscedastic Linear Models (Q4558592) (← links)
- Modified Likelihood root in High Dimensions (Q5087179) (← links)
- The volume of random simplices from elliptical distributions in high dimension (Q6072912) (← links)
- Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors (Q6157048) (← links)
- Logarithmic law of large random correlation matrices (Q6178564) (← links)
- Likelihood ratio tests under model misspecification in high dimensions (Q6393344) (← links)
- On the distribution of sample scale-free scatter matrices (Q6494433) (← links)
- Log determinant of large correlation matrices under infinite fourth moment (Q6596226) (← links)
- A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance (Q6618102) (← links)
- Spectral statistics of sample block correlation matrices (Q6656603) (← links)
