Central Limit Theorems for Classical Likelihood Ratio Tests for
High-Dimensional Normal Distributions

Central Limit Theorems for Classical Likelihood Ratio Tests for High-Dimensional Normal Distributions

2 June 2013

Fan Yang

Papers citing "Central Limit Theorems for Classical Likelihood Ratio Tests for High-Dimensional Normal Distributions"

12 / 12 papers shown

Title
Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors Mingyue Hu Y. Qi 16 2 0 20 Jul 2022
Likelihood ratio tests under model misspecification in high dimensions Nina Dórnemann 14 10 0 10 Mar 2022
Empirical likelihood method for complete independence test on high dimensional data Y. Qi Y. Zhou VLM 14 2 0 21 Jan 2022
Asymptotic Distributions for Likelihood Ratio Tests for the Equality of Covariance Matrices Wen-jie Guo Y. Qi 13 4 0 05 Oct 2021
Directional testing for high-dimensional multivariate normal distributions Caizhu Huang Claudia Di Caterina Nicola Sartori 16 4 0 20 Jul 2021
False discovery rate control with e-values Ruodu Wang Aaditya Ramdas 17 90 0 06 Sep 2020
On the dimension effect of regularized linear discriminant analysis Cheng-Long Wang Binyan Jiang 20 15 0 09 Oct 2017
Testing High-dimensional Covariance Matrices under the Elliptical Distribution and Beyond Xinxin Yang Xinghua Zheng Jiaqi Chen 18 17 0 13 Jul 2017
Discriminant analysis in small and large dimensions Taras Bodnar S. Mazur E. Ngailo Nestor Parolya 11 7 0 08 May 2017
Exact and Asymptotic Tests on a Factor Model in Low and Large Dimensions with Applications Taras Bodnar M. Reiß 28 16 0 02 Jul 2014
Test for bandedness of high-dimensional covariance matrices and bandwidth estimation Yumou Qiu Songxi Chen 47 65 0 16 Aug 2012
Optimal hypothesis testing for high dimensional covariance matrices Tommaso Cai Zongming Ma 51 111 0 18 May 2012