CENTRAL LIMIT THEOREMS FOR CLASSICAL LIKELIHOOD RATIO TESTS FOR HIGH-DIMENSIONAL NORMAL DISTRIBUTION...
CENTRAL LIMIT THEOREMS FOR CLASSICAL LIKELIHOOD RATIO TESTS FOR HIGH-DIMENSIONAL NORMAL DISTRIBUTIONS
About this item
Full title
Author / Creator
Publisher
Hayward: Institute of Mathematical Statistics
Journal title
Language
English
Formats
Publication information
Publisher
Hayward: Institute of Mathematical Statistics
Subjects
More information
Scope and Contents
Contents
For random samples of size n obtained from p-variate normal distributions, we consider the classical likelihood ratio tests (LRT) for their means and covariance matrices in the high-dimensional setting. These test statistics have been extensively studied in multivariate analysis, and their limiting distributions under the null hypothesis were prove...
Alternative Titles
Full title
CENTRAL LIMIT THEOREMS FOR CLASSICAL LIKELIHOOD RATIO TESTS FOR HIGH-DIMENSIONAL NORMAL DISTRIBUTIONS
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1382547512
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1382547512
Other Identifiers
ISSN
0090-5364
E-ISSN
2168-8966
DOI
10.1214/13-AOS1134
