research
∙
07/20/2022
Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors
Consider the likelihood ratio test (LRT) statistics for the independence...
share
research
∙
07/16/2022
Inference of high quantiles of a heavy-tailed distribution from block data
In this paper we consider the estimation problem for high quantiles of a...
research
∙
01/21/2022
Empirical likelihood method for complete independence test on high dimensional data
Given a random sample of size n from a p dimensional random vector, wher...
research
∙
12/06/2021
Pearson's goodness-of-fit tests for sparse distributions
Pearson's chi-squared test is widely used to test the goodness of fit be...
research
∙
10/05/2021
Asymptotic Distributions for Likelihood Ratio Tests for the Equality of Covariance Matrices
Consider k independent random samples from p-dimensional multivariate no...
research
∙
04/17/2019
Adjusted Empirical Likelihood Method for the Tail Index of A Heavy-Tailed Distribution
Empirical likelihood is a well-known nonparametric method in statistics ...
research
∙
01/21/2018