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- W1978661565 abstract "This paper considers the asymptotic power of likelihood ratio test (LRT) for the identity test when the dimension p is large compared to the sample size n. The asymptotic distribution of LRT under alternatives is given and an explicit expression of the power is derived. A simulation study is carried out to compare LRT with other tests. All these studies show that LRT is a powerful test to detect eigenvalues around zero. Key words and phrases: Covariance matrix, High dimensional data, Identity test, Likelihood ratio test, Power" @default.
- W1978661565 created "2016-06-24" @default.
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- W1978661565 date "2013-02-13" @default.
- W1978661565 modified "2023-09-24" @default.
- W1978661565 title "Asymptotic power of likelihood ratio tests for high dimensional data" @default.
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- W1978661565 doi "https://doi.org/10.48550/arxiv.1302.3302" @default.
- W1978661565 hasPublicationYear "2013" @default.
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