Likelihood ratio tests under model misspecification in high dimensions

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Likelihood ratio tests under model misspecification in high dimensions

10 March 2022

Nina Dórnemann

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Papers citing "Likelihood ratio tests under model misspecification in high dimensions"

11 / 11 papers shown

Title
Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series P. Loubaton A. Rosuel 90 2 0 15 Nov 2021
Asymptotic Distributions for Likelihood Ratio Tests for the Equality of Covariance Matrices Wen-jie Guo Y. Qi 58 4 0 05 Oct 2021
Logarithmic law of large random correlation matrices Nestor Parolya Johannes Heiny D. Kurowicka 50 8 0 25 Mar 2021
Large random matrix approach for testing independence of a large number of Gaussian time series P. Loubaton A. Rosuel 21 5 0 17 Jul 2020
Likelihood ratio tests for many groups in high dimensions Holger Dette Nina Dórnemann 81 25 0 24 May 2019
On eigenvalues of a high-dimensional spatial-sign covariance matrix Weiming Li Qinwen Wang Jianfeng Yao Wang Zhou 54 7 0 28 Jan 2019
Asymptotically Independent U-Statistics in High-Dimensional Testing Yinqiu He Gongjun Xu Chong Wu Wei Pan 81 46 0 02 Sep 2018
Testing for Independence of Large Dimensional Vectors Taras Bodnar Holger Dette Nestor Parolya 51 36 0 13 Aug 2017
Testing High-dimensional Covariance Matrices under the Elliptical Distribution and Beyond Xinxin Yang Xinghua Zheng Jiaqi Chen 60 17 0 13 Jul 2017
On testing the equality of high dimensional mean vectors with unequal covariance matrices Jiang Hu Z. Bai Chen Wang Wei Wang 57 59 0 25 Jun 2014
Central Limit Theorems for Classical Likelihood Ratio Tests for High-Dimensional Normal Distributions Tiefeng Jiang Fan Yang 128 134 0 02 Jun 2013

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