Diagonal Likelihood Ratio Test for Equality of Mean Vectors in High-Dimensional Data

Mathematics

• Covariance Matrix 100%
• Test Statistic 100%
• Likelihood Ratio Test 100%
• Diagonal 100%
• Dimensional Data 100%
• Diagonalmatrix 66%
• Summation 66%
• Simulation Study 33%
• Asymptotic Normality 33%
• Local Alternative Hypothesis 33%
• Null 33%
• Real Data 33%

Keyphrases

• Equality of Means 100%
• Two-sample Test 33%
• Normal Means 33%
• One-sample Test 33%
• Local Hypothesis 33%
• Direct Summation 33%
• Equal Covariance Matrices 33%