A study of two high-dimensional likelihood ratio tests under alternative hypotheses

Keyphrases

• Likelihood Ratio Test 100%
• Likelihood Ratio 100%
• Multivariate Analysis 50%
• Central Limit Theorem 50%
• High-dimensional Case 50%
• Givens Matrix 50%
• Big Class 50%

Mathematics

• Likelihood Ratio Test 100%
• Alternative Hypothesis 100%
• Likelihood Ratio Test Statistic 66%
• Matrix 33%
• Central Limit Theorem 33%
• Gaussian Distribution 33%
• Dimensional Case 33%
• Multivariate Analysis 33%