Pages that link to "Item:Q1726809"
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The following pages link to On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality (Q1726809):
Displaying 8 items.
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
- A simultaneous test of mean vector and covariance matrix in high-dimensional settings (Q830690) (← links)
- Likelihood-based tests on moderate-high-dimensional mean vectors with unequal covariance matrices (Q2398414) (← links)
- Simultaneous testing of mean vector and covariance matrix for high-dimensional data (Q2407080) (← links)
- A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data (Q2414881) (← links)
- High-Dimensional Edgeworth Expansion of LR Statistic for Testing Circular Symmetric Covariance Structure and Its Error Bound (Q2920011) (← links)
- Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity (Q4556714) (← links)
- A high-dimensional likelihood ratio test for circular symmetric covariance structure (Q4634825) (← links)
