High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound
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- Fujikoshi, Yasunori & Yamada, Takayuki & Watanabe, Daisuke & Takakazu Sugiyama, 2007. "Asymptotic distribution of the LR statistic for equality of the smallest eigenvalues in high-dimensional principal component analysis," Journal of Multivariate Analysis, Elsevier, vol. 98(10), pages 2002-2008, November.
- James R. Schott, 2005. "Testing for complete independence in high dimensions," Biometrika, Biometrika Trust, vol. 92(4), pages 951-956, December.
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- Kato, Naohiro & Kuriki, Satoshi, 2013. "Likelihood ratio tests for positivity in polynomial regressions," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 334-346.
- Klein, Daniel & Pielaszkiewicz, Jolanta & Filipiak, Katarzyna, 2022. "Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
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Keywords
Asymptotic expansion Error bound High-dimensional approximation Intraclass correlation structure Likelihood ratio statistic;Statistics
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