ASYMPTOTIC EXPANSIONS OF DISTRIBUTIONS OF LIKELIHOOD RATIO CRITERIA FOR COVARIANCE MATRIX

被引：25

|

作者：

SUGIURA, N

机构：

来源：

ANNALS OF MATHEMATICAL STATISTICS | 1969年 / 40卷 / 06期

关键词：

D O I：

10.1214/aoms/1177697285

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

收藏

页码：2051 / +

页数：1

相关论文

共 50 条

[31] Empirical likelihood ratio under infinite covariance matrix of the random vectors
Cheng, Conghua
Liu, Zhi
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2021, 50 (18) : 4300 - 4307
[32] An asymptotic representation of the likelihood ratio for irregular families of distributions in the multivariate case
Borisov, IS
Mironov, DV
SIBERIAN MATHEMATICAL JOURNAL, 2001, 42 (02) : 232 - 244
[33] An Asymptotic Representation of the Likelihood Ratio for Irregular Families of Distributions in the Multivariate Case
I. S. Borisov
D. V. Mironov
Siberian Mathematical Journal, 2001, 42 : 232 - 244
[34] THE ASYMPTOTIC DISTRIBUTIONS OF EMPIRICAL LIKELIHOOD RATIO STATISTICS IN THE PRESENCE OF MEASUREMENT ERROR
伍长春
张润楚
Acta Mathematica Scientia, 2007, (02) : 232 - 242
[35] ASYMPTOTIC OPTIMALITY OF LIKELIHOOD RATIO TESTS FOR MULTIVARIATE NORMAL-DISTRIBUTIONS
HSIEH, HK
ANNALS OF STATISTICS, 1979, 7 (03): : 592 - 598
[36] On Generalized Wishart Distributions - I: Likelihood Ratio Test for Homogeneity of Covariance Matrices
Caro-Lopera F.J.
González-Farías G.
Balakrishnan N.
Sankhya A, 2014, 76 (2): : 179 - 194
[37] Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
Jiang, Dandan
Jiang, Tiefeng
Yang, Fan
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2012, 142 (08) : 2241 - 2256
[38] The asymptotic distributions of empirical likelihood ratio statistics in the presence of measurement error
Wu Changchun
Zhang Runchu
ACTA MATHEMATICA SCIENTIA, 2007, 27 (02) : 232 - 242
[39] SURE Information Criteria for Large Covariance Matrix Estimation and Their Asymptotic Properties
Li, Danning
Zou, Hui
IEEE TRANSACTIONS ON INFORMATION THEORY, 2016, 62 (04) : 2153 - 2169
[40] EXACT NON-NULL DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA FOR COVARIANCE MATRICES
KHATRI, CG
SRIVASTA.MS
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1973, 25 (02) : 345 - 354

← 1 2 3 4 5 →