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Performance of the Bartlett and Bartlett-Type Corrections in Some Location-Scale Nonlinear Models
Performance of the Bartlett Bartlett-Type Corrections Location-Scale Nonlinear Models
2009/9/17
Performance of the Bartlett and Bartlett-Type Corrections in Some Location-Scale Nonlinear Models。
Corrections to LRT on Large Dimensional Covariance Matrix by RMT
High-dimensional data Testing on covariance matrices Marcenko-Pastrur distributions Random F-matrices
2010/3/18
In this paper, we give an explanation to the failure of two likelihood ratio procedures
for testing about covariance matrices from Gaussian populations when the dimension
is large compared to the sa...