A note on asymptotics of classical likelihood ratio tests for high-dimensional normal distributions (Q6115515)
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scientific article; zbMATH DE number 7711760
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on asymptotics of classical likelihood ratio tests for high-dimensional normal distributions |
scientific article; zbMATH DE number 7711760 |
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A note on asymptotics of classical likelihood ratio tests for high-dimensional normal distributions (English)
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12 July 2023
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asymptotics
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high-dimensional data
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likelihood ratio test
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Lyapunov's central limit theorem
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