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Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure - MaRDI portal

Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure (Q5213360)

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scientific article; zbMATH DE number 7161924
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Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure
scientific article; zbMATH DE number 7161924

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    Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure (English)
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    3 February 2020
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    likelihood ratio test
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    high-dimensional data
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    BCS covariance structure
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    asymptotic normality
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    moderate deviation principle
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