Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions.
Hui JiangShao-Chen WangPublished in: J. Multivar. Anal. (2017)
Keyphrases
- likelihood ratio
- normal distribution
- high dimensional
- hypothesis testing
- test statistic
- null hypothesis
- random variables
- standard deviation
- mixture distribution
- hypothesis test
- low dimensional
- probability density function
- likelihood ratio test
- statistical tests
- covariance matrix
- similarity search
- probability distribution
- data points
- nearest neighbor
- probability model
- dimensionality reduction
- gaussian distribution
- semi supervised
- match scores
- feature space
- high dimensional data