Pages that link to "Item:Q1041067"

The following pages link to High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound (Q1041067):

Displaying 13 items.

• Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings (Q2079602) (← links)
• Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) (← links)
• On error bounds for high-dimensional asymptotic distribution of \(L_2\)-type test statistic for equality of means (Q2288792) (← links)
• High-Dimensional Edgeworth Expansion of LR Statistic for Testing Circular Symmetric Covariance Structure and Its Error Bound (Q2920011) (← links)
• Asymptotic Expansions of the Null Distribution of the LR Test Statistic for Random-Effects Covariance Structure in a Parallel Profile Model (Q2970129) (← links)
• Asymptotic Expansion of the Null Distribution of LR Statistic for Multivariate Linear Hypothesis when the Dimension is Large (Q3155321) (← links)
• Computable Error Bounds for High-Dimensional Approximations of an LR Statistic for Additional Information in Canonical Correlation Analysis (Q4641658) (← links)
• High-dimensional Edgeworth expansion of the determinant of sample correlation matrix and its error bound (Q5086635) (← links)
• Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure (Q5213360) (← links)
• A test for block circular symmetric covariance structure with divergent dimension (Q5881044) (← links)
• High-dimensional Edgeworth expansion of LR statistic for testing block circular symmetry covariance structure and its errors (Q6067515) (← links)
• High-dimensional asymptotic expansion of the null distribution for Schott’s test statistic for complete independence of normal random variables (Q6118221) (← links)
• Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix (Q6170542) (← links)