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

STATISTICS（2020）

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摘要

The paper considers a high-dimensional likelihood ratio (LR) test on the block compound symmetric (BCS) covariance structure of a multivariate Gaussian population. When the dimension of each block p, the number of blocks u and the sample size n satisfy that and pu更多

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关键词

Likelihood ratio test,high-dimensional data,BCS covariance structure,asymptotic normality,moderate deviation principle

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