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math.ST2018
High-dimensional CLT: Improvements, Non-uniform Extensions and Large Deviations
Arun Kumar Kuchibhotla, Somabha Mukherjee, Debapratim Banerjee
Central limit theorems (CLTs) for high-dimensional random vectors with dimension possibly growing with the sample size have received a lot of attention in the recent times. Chernoz…
math.ST2018
Asymptotic normality and analysis of variance of log-likelihood ratios in spiked random matrix models
Debapratim Banerjee, Zongming Ma
The present manuscript studies signal detection by likelihood ratio tests in a number of spiked random matrix models, including but not limited to Gaussian mixtures and spiked Wish…