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

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+Corrections to LRT on large-dimensional covariance matrix by RMT
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+Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
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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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+Tests for High-Dimensional Covariance Matrices
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+Q3911791
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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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+Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
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+Likelihood Ratio Tests for High‐Dimensional Normal Distributions
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+Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
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+On the distribution of the largest eigenvalue in principal components analysis
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+Two sample tests for high-dimensional covariance matrices
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+A new test of independence for high-dimensional data
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+A note on testing complete independence for high dimensional data
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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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+Q4127200
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+Q3219581
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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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+A necessary test for complete independence in high dimensions using rank-correlations
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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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