Contiguity under high-dimensional Gaussianity with applications to covariance testing
Work
Year: 2023
Type: article
Abstract: Le Cam’s third/contiguity lemma is a fundamental probabilistic tool to compute the limiting distribution of a given statistic Tn under a nonnull sequence of probability measures {Qn}, provided its lim... more
Authors Qiyang Han, Tiefeng Jiang, Yandi Shen
Institutions Rutgers Sexual and Reproductive Health and Rights, University of Minnesota, University of Chicago
Cites: 30
Cited by: 1
Related to: 10
FWCI: 0.428
Citation percentile (by year/subfield): 47.11
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green