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Likelihood ratio tests for covariance matrices of high-dimensional normal distributions

✍ Scribed by Dandan Jiang; Tiefeng Jiang; Fan Yang


Book ID
113757720
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
780 KB
Volume
142
Category
Article
ISSN
0378-3758

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This article concerns with the problem of testing whether a mixture of two normal distributions with bounded means and speciΓΏc variance is simply a pure normal. The large sample behavior of the likelihood ratio test for the problem is carefully investigated. In the case of one mean parameter, it is