Test of independence for high-dimensional random vectors based on freeness in block correlation matrices (Q527081): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2607305777 / rank | |||
Normal rank | |||
Latest revision as of 10:22, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test of independence for high-dimensional random vectors based on freeness in block correlation matrices |
scientific article |
Statements
Test of independence for high-dimensional random vectors based on freeness in block correlation matrices (English)
0 references
16 May 2017
0 references
block correlation matrix
0 references
independence test
0 references
high dimensional data
0 references
Schott type statistic
0 references
second order freeness
0 references
Haar distributed orthogonal matrices
0 references
central limit theorem
0 references
random matrices
0 references
