Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions

Keyphrases

• Central Limit Theorem 100%
• Likelihood Ratio Test 100%
• High-dimensional Normal Distribution 100%
• Simulation Study 33%
• High-dimensional Data 33%
• Multivariate Analysis 33%
• Chi-square 33%
• Test Statistic 33%
• Chi-square Distribution 33%
• Covariance Matrix 33%
• Limiting Distribution 33%
• Likelihood Ratio 33%
• Mean Matrix 33%
• High-dimensional Setting 33%
• High-dimensional Case 33%

Mathematics

• Likelihood Ratio Test 100%
• Central Limit Theorem 100%
• Gaussian Distribution 100%
• Simulation Study 33%
• Variance 33%
• Test Statistic 33%
• Covariance Matrix 33%
• Random Sample 33%
• Limiting Distribution 33%
• Likelihood Ratio Test Statistic 33%
• Dimensional Data 33%
• Dimensional Case 33%
• Multivariate Analysis 33%
• Chi-Square Distribution 33%