Pages that link to "Item:Q5155185"
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The following pages link to Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension (Q5155185):
Displaying 12 items.
- The relative effects of dimensionality and multiplicity of hypotheses on the \(F\)-test in linear regression (Q315402) (← links)
- A note on the likelihood ratio test in high-dimensional exploratory factor analysis (Q2066588) (← links)
- Moderate deviation principle for likelihood ratio test in multivariate linear regression model (Q2111071) (← links)
- A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables (Q2180065) (← links)
- The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square (Q2273603) (← links)
- Testing linear hypotheses in high-dimensional regressions (Q2863100) (← links)
- Empirical Likelihood Ratio Tests for Coefficients in High Dimensional Heteroscedastic Linear Models (Q4558592) (← links)
- The likelihood ratio test for high-dimensional linear regression model (Q4586583) (← links)
- (Q5004041) (← links)
- Simultaneous model change detection in multivariate linear regression with application to Indonesian economic growth data (Q6577837) (← links)
- Hotelling \(T^2\) test in high dimensions with application to Wilks outlier method (Q6640130) (← links)
- Testing General Linear Hypotheses Under a High-Dimensional Multivariate Regression Model with Spiked Noise Covariance (Q6651383) (← links)