Pages that link to "Item:Q1935713"

The following pages link to Testing the independence of sets of large-dimensional variables (Q1935713):

Displaying 21 items.

• Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (Q820817) (← links)
• On Schott's and Mao's test statistics for independence of normal random vectors (Q1644198) (← links)
• Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case (Q1731774) (← links)
• Generalized Schott type tests for complete independence in high dimensions (Q2022562) (← links)
• High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
• Likelihood ratio tests under model misspecification in high dimensions (Q2101476) (← links)
• Kronecker delta method for testing independence between two vectors in high-dimension (Q2122817) (← links)
• CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833) (← links)
• Likelihood ratio tests for many groups in high dimensions (Q2181720) (← links)
• Testing for independence of high-dimensional variables: \(\rho V\)-coefficient based approach (Q2181735) (← links)
• Multivariate tests of independence and their application in correlation analysis between financial markets (Q2196137) (← links)
• A nonparametric test for block-diagonal covariance structure in high dimension and small samples (Q2274963) (← links)
• Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors (Q2317887) (← links)
• Testing for independence of large dimensional vectors (Q2328066) (← links)
• Likelihood-based tests on moderate-high-dimensional mean vectors with unequal covariance matrices (Q2398414) (← links)
• CLT for linear spectral statistics of a rescaled sample precision matrix (Q3459154) (← links)
• Hypothesis Testing for Block-structured Correlation for High Dimensional Variables (Q5066769) (← links)
• Independence test in high-dimension using distance correlation and power enhancement technique (Q5077492) (← links)
• Testing the independence of two random vectors where only one dimension is large (Q5276174) (← links)
• Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors (Q6157048) (← links)
• Block-diagonal test for high-dimensional covariance matrices (Q6169925) (← links)