Pages that link to "Item:Q2317887"
From MaRDI portal
The following pages link to Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors (Q2317887):
Displaying 17 items.
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
- Likelihood ratio tests for covariance matrices of high-dimensional normal distributions (Q433736) (← links)
- The limiting distribution of a test for multivariate structure (Q1611828) (← links)
- On Schott's and Mao's test statistics for independence of normal random vectors (Q1644198) (← links)
- Testing the independence of sets of large-dimensional variables (Q1935713) (← links)
- A note on the likelihood ratio test in high-dimensional exploratory factor analysis (Q2066588) (← links)
- Likelihood ratio tests under model misspecification in high dimensions (Q2101476) (← links)
- Moderate deviation principle for likelihood ratio test in multivariate linear regression model (Q2111071) (← links)
- Likelihood ratio tests for many groups in high dimensions (Q2181720) (← links)
- Asymptotic distribution of the LR statistic for equality of the smallest eigenvalues in high-dimensional principal component analysis (Q2426742) (← links)
- Testing linear hypotheses in high-dimensional regressions (Q2863100) (← links)
- Likelihood Ratio Tests for High‐Dimensional Normal Distributions (Q3460657) (← links)
- Empirical likelihood method for complete independence test on high-dimensional data (Q5086106) (← 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)
- 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)
