The Annals of Mathematical Statistics, Vol. 39, No. 5 (Oct., 1968), pp. 1724-1730 (7 pages) The usual technique of deriving the asymptotic normality of a quantile of a sample in which the random ...
We propose a likelihood ratio test framework for testing normal mean vectors in high-dimensional data under two common scenarios: the one-sample test and the two-sample test with equal covariance ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback