A test for the complete independence of high-dimensional random vectors (Q5221520)
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scientific article; zbMATH DE number 7184789
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test for the complete independence of high-dimensional random vectors |
scientific article; zbMATH DE number 7184789 |
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A test for the complete independence of high-dimensional random vectors (English)
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1 April 2020
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correlation matrix
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extreme value distribution
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high-dimensional
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hypothesis testing
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permutation test
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