High-dimensional sphericity test by extended likelihood ratio

Metrika ◽

10.1007/s00184-021-00816-3 ◽

2021 ◽

Author(s):

Zhendong Wang ◽

Xingzhong Xu

Keyword(s):

Likelihood Ratio ◽

High Dimensional ◽

Sphericity Test

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Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure

10.1080/02331888.2020.1715408 ◽

2020 ◽

Vol 54 (1) ◽

pp. 114-134

Author(s):

Gaoming Sun ◽

Junshan Xie

Keyword(s):

Asymptotic Normality ◽

Likelihood Ratio ◽

Likelihood Ratio Statistic ◽

Covariance Structure ◽

Moderate Deviation ◽

High Dimensional ◽

Moderate Deviation Principle ◽

Deviation Principle ◽

Compound Symmetry

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Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-018-0666-9 ◽

2018 ◽

Vol 71 (4) ◽

pp. 911-946

Author(s):

Yongcheng Qi ◽

Fang Wang ◽

Lin Zhang

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

High Dimensional ◽

Limiting Distributions ◽

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The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square

Probability Theory and Related Fields ◽

10.1007/s00440-018-00896-9 ◽

2019 ◽

Vol 175 (1-2) ◽

pp. 487-558 ◽

Author(s):

Pragya Sur ◽

Yuxin Chen ◽

Emmanuel J. Candès

Keyword(s):

Logistic Regression ◽

Likelihood Ratio ◽

Likelihood Ratio Test ◽

High Dimensional ◽

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The Exact and Near-Exact Distributions of the Likelihood Ratio Statistic for the Block Sphericity Test

10.1063/1.3497907 ◽

2010 ◽

Author(s):

Filipe J. Marques ◽

Carlos A. Coelho ◽

Theodore E. Simos ◽

George Psihoyios ◽

Ch. Tsitouras

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Statistic ◽

Sphericity Test ◽

Exact Distributions

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Likelihood-Ratio-Based Verification in High-Dimensional Spaces

IEEE Transactions on Pattern Analysis and Machine Intelligence ◽

10.1109/tpami.2013.93 ◽

2014 ◽

Vol 36 (1) ◽

pp. 127-139 ◽

Author(s):

Anne Hendrikse ◽

Raymond Veldhuis ◽

Luuk Spreeuwers

Keyword(s):

Likelihood Ratio ◽

High Dimensional

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The block sphericity test-exact and near-exact distributions for the likelihood ratio statistic

Mathematical Methods in the Applied Sciences ◽

10.1002/mma.1497 ◽

2011 ◽

Vol 35 (4) ◽

pp. 373-383 ◽

Author(s):

Filipe J. Marques ◽

Carlos A. Coelho

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Statistic ◽

Sphericity Test ◽

Exact Distributions

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Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test

Journal of Multivariate Analysis ◽

10.1016/0047-259x(77)90043-4 ◽

1977 ◽

Vol 7 (1) ◽

pp. 229-233 ◽

Author(s):

E.M. Carter ◽

M.S. Srivastava

Keyword(s):

Likelihood Ratio ◽

Power Functions ◽

Likelihood Ratio Criterion ◽

Homogeneity Of Variances ◽

Sphericity Test ◽

Ratio Criterion ◽

Modified Likelihood

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Classification of High Dimensional Small Sample Genetic Data by Forward Maximum Likelihood Ratio Stepwise Logistic Regression

DEStech Transactions on Computer Science and Engineering ◽

10.12783/dtcse/icaic2019/29447 ◽

2019 ◽

Author(s):

Li-hao WANG ◽

Qiao-han CHU ◽

Yi-ying ZHANG ◽

Kun-ping ZHU

Keyword(s):

Logistic Regression ◽

Maximum Likelihood ◽

Likelihood Ratio ◽

Genetic Data ◽

Small Sample ◽

High Dimensional ◽

Stepwise Logistic Regression

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Likelihood ratio tests for covariance matrices of high-dimensional normal distributions

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2012.02.057 ◽

2012 ◽

Vol 142 (8) ◽

pp. 2241-2256 ◽

Author(s):

Dandan Jiang ◽

Tiefeng Jiang ◽

Fan Yang

Keyword(s):

Likelihood Ratio ◽

Covariance Matrices ◽

Likelihood Ratio Tests ◽

High Dimensional ◽

Normal Distributions

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The likelihood ratio test for high-dimensional linear regression model

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2016.1183785 ◽

2017 ◽

Vol 46 (17) ◽

pp. 8479-8492 ◽

Author(s):

Junshan Xie ◽

Nannan Xiao

Keyword(s):

Linear Regression ◽

Regression Model ◽

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Linear Regression Model ◽

High Dimensional ◽

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