Asymptotic Distributions for Likelihood Ratio Tests for the Equality of Covariance Matrices

5 October 2021

Papers citing "Asymptotic Distributions for Likelihood Ratio Tests for the Equality of Covariance Matrices"

4 / 4 papers shown

Title
Detecting Change Points of Covariance Matrices in High Dimensions Nina Dórnemann Holger Dette 29 0 0 23 Sep 2024
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 22 10 0 10 Mar 2022
Directional testing for high-dimensional multivariate normal distributions Caizhu Huang Claudia Di Caterina Nicola Sartori 23 4 0 20 Jul 2021