Test of independence for high-dimensional random vectors based on freeness in block correlation matrices (Q527081): Difference between revisions
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| Property / author: Guangming Pan / rank | |||
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| Property / Mathematics Subject Classification ID: 62H15 / rank | |||
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| Property / Mathematics Subject Classification ID: 46L54 / rank | |||
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| Property / Mathematics Subject Classification ID: 60B20 / rank | |||
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| Property / zbMATH DE Number: 6715783 / rank | |||
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| Property / zbMATH Keywords | |||
block correlation matrix | |||
| Property / zbMATH Keywords: block correlation matrix / rank | |||
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independence test | |||
| Property / zbMATH Keywords: independence test / rank | |||
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high dimensional data | |||
| Property / zbMATH Keywords: high dimensional data / rank | |||
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Schott type statistic | |||
| Property / zbMATH Keywords: Schott type statistic / rank | |||
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second order freeness | |||
| Property / zbMATH Keywords: second order freeness / rank | |||
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Haar distributed orthogonal matrices | |||
| Property / zbMATH Keywords: Haar distributed orthogonal matrices / rank | |||
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central limit theorem | |||
| Property / zbMATH Keywords: central limit theorem / rank | |||
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random matrices | |||
| Property / zbMATH Keywords: random matrices / rank | |||
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Revision as of 06:54, 1 July 2023
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)
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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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