Test of independence for high-dimensional random vectors based on freeness in block correlation matrices (Q527081): Difference between revisions
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Revision as of 17:41, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Test of independence for high-dimensional random vectors based on freeness in block correlation matrices |
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Test of independence for high-dimensional random vectors based on freeness in block correlation matrices (English)
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16 May 2017
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block correlation matrix
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independence test
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high dimensional data
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Schott type statistic
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second order freeness
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Haar distributed orthogonal matrices
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central limit theorem
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random matrices
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