Pages that link to "Item:Q433736"

The following pages link to Likelihood ratio tests for covariance matrices of high-dimensional normal distributions (Q433736):

Displaying 50 items.

• Sharp minimax tests for large Toeplitz covariance matrices with repeated observations (Q268748) (← links)
• Tests for large-dimensional covariance structure based on Rao's score test (Q321908) (← links)
• Regularized LRT for large scale covariance matrices: one sample problem (Q338414) (← links)
• Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
• On testing the equality of high dimensional mean vectors with unequal covariance matrices (Q520564) (← links)
• On Schott's and Mao's test statistics for independence of normal random vectors (Q1644198) (← links)
• On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality (Q1726809) (← links)
• An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532) (← links)
• A two-sample test for the equality of univariate marginal distributions for high-dimensional data (Q2008229) (← links)
• Generalized Schott type tests for complete independence in high dimensions (Q2022562) (← links)
• Kronecker delta method for testing independence between two vectors in high-dimension (Q2122817) (← links)
• Testing hypotheses about covariance matrices in general MANOVA designs (Q2123260) (← links)
• Testing for covariance matrices in time-varying coefficient panel data models with fixed effects (Q2131885) (← links)
• Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions (Q2176342) (← links)
• Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) (← links)
• Projected tests for high-dimensional covariance matrices (Q2301103) (← links)
• Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119) (← links)
• Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors (Q2317887) (← links)
• Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions (Q2400815) (← links)
• Optimal hypothesis testing for high dimensional covariance matrices (Q2435246) (← links)
• Asymptotic power of likelihood ratio tests for high dimensional data (Q2453893) (← links)
• Testing high dimensional covariance matrices via posterior Bayes factor (Q2657188) (← links)
• Accurate Critical Constants for the One-Sided Approximate Likelihood Ratio Test of a Normal Mean Vector When the Covariance Matrix Is Estimated (Q3079003) (← links)
• Large deviations of spread measures for Gaussian matrices (Q3302617) (← links)
• (Q3323037) (← links)
• (Q3334800) (← links)
• Tests for high-dimensional covariance matrices (Q3387058) (← links)
• Global one-sample tests for high-dimensional covariance matrices (Q3389616) (← 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)
• Testing identity of high-dimensional covariance matrix (Q4960708) (← links)
• Testing independence in high-dimensional multivariate normal data (Q5078556) (← links)
• Empirical likelihood method for complete independence test on high-dimensional data (Q5086106) (← 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)
• Adaptive test for large covariance matrices with missing observations (Q5278118) (← links)
• Testing covariance structure of large-dimensional data based on Wald’s score test (Q5359047) (← links)
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
• Adaptive Tests for Bandedness of High-dimensional Covariance Matrices (Q6069890) (← links)
• The moderate deviation principles of likelihood ratio tests under alternative hypothesis (Q6077687) (← links)
• Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality (Q6106231) (← 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)
• Rank-based max-sum tests for mutual independence of high-dimensional random vectors (Q6193027) (← links)
• Moderate deviation principle for different types of classical likelihood ratio tests (Q6541102) (← links)