Likelihood ratio tests under model misspecification in high dimensions
Nina Dörnemann
Topics & Concepts
MathematicsLikelihood-ratio testStatisticsCovariance matrixScore testCovarianceDiagonalLikelihood principleStatisticInvariant (physics)Applied mathematicsEconometricsLikelihood functionMaximum likelihoodQuasi-maximum likelihoodGeometryMathematical physicsRandom Matrices and ApplicationsStatistical Methods and Bayesian InferenceStatistical Methods and Inference