Generalized Schott type tests for complete independence in high dimensions (Q2022562): Difference between revisions

@@ Property / DOI @@
-.1016/j.jmva.2021.104731
@@ Property / DOI: 10.1016/j.jmva.2021.104731 / rank @@
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@@ Property / author @@
-Dao-Jiang He
@@ Property / author: Dao-Jiang He / rank @@
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@@ Property / author @@
-Ming Xiang Cao
@@ Property / author: Ming Xiang Cao / rank @@
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@@ Property / author @@
+Dao-Jiang He
@@ Property / author: Dao-Jiang He / rank @@
+Normal rank
@@ Property / author @@
+Ming Xiang Cao
@@ Property / author: Ming Xiang Cao / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmva.2021.104731
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@@ Property / OpenAlex ID @@
+W3127580086
@@ Property / OpenAlex ID: W3127580086 / rank @@
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@@ Property / cites work @@
+Corrections to LRT on large-dimensional covariance matrix by RMT
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+Two-Sample Test of High Dimensional Means Under Dependence
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+On Schott's and Mao's test statistics for independence of normal random vectors
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+Asymptotically independent U-statistics in high-dimensional testing
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+RELATIONS BETWEEN TWO SETS OF VARIATES
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+Testing the independence of sets of large-dimensional variables
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+The asymptotic distributions of the largest entries of sample correlation matrices.
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+Robust test for independence in high dimensions
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+Testing independence in high dimensions using Kendall's tau
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+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
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+Some tests for the equality of covariance matrices
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+Testing for complete independence in high dimensions
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+On the Independence of k Sets of Normally Distributed Statistical Variables
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+An adaptive two-sample test for high-dimensional means
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@@ Property / DOI @@
+.1016/J.JMVA.2021.104731
@@ Property / DOI: 10.1016/J.JMVA.2021.104731 / rank @@
+Normal rank