Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions

Hui Jiang and Shaochen Wang

Journal of Multivariate Analysis, 2017, vol. 156, issue C, 57-69

Abstract: Let x1,…,xn be a random sample from a Gaussian random vector of dimension pKeywords: High-dimensional normal distribution; Likelihood ratio tests; Moderate deviations (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1016/j.jmva.2017.02.004

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