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most citedUnderstanding space weather to shield society: A global road map for 2015-2025 commissioned by COSPAR and ILWS

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math.ST2013★ 5 cited

Central Limit Theorems for Classical Likelihood Ratio Tests for High-Dimensional Normal Distributions

Tiefeng Jiang, Fan Yang

For random samples of size n obtained from p-variate normal distributions, we consider the classical likelihood ratio tests (LRT) for their means and covariance matrices in the hig…