A new test of independence for high-dimensional data
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Cites work
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 3965276 (Why is no real title available?)
- Bayesian Models for Gene Expression With DNA Microarray Data
- Dependent central limit theorems and invariance principles
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
- Multivariate statistics. High dimensional and large-sample approximations.
- Some tests for the covariance matrix with fewer observations than the dimension under non-normality
- Statistics for high-dimensional data. Methods, theory and applications.
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
- Testing for complete independence in high dimensions
- The true characteristic function of the F distribution
Cited in
(20)- Testing independence in high-dimensional multivariate normal data
- Empirical likelihood method for complete independence test on high-dimensional data
- A robust test statistic for independence in high dimensional data
- A nonuniform bound to an independent test in high dimensional data analysis via Stein's method
- A note on testing complete independence for high dimensional data
- Testing independence in high dimensions with sums of rank correlations
- Testing independence in high dimensions using Kendall's tau
- On high-dimensional tests for mutual independence based on Pearson's correlation coefficient
- Max-sum test based on Spearman's footrule for high-dimensional independence tests
- On Schott's and Mao's test statistics for independence of normal random vectors
- Logarithmic law of large random correlation matrices
- Conditional mean and quantile dependence testing in high dimension
- Nonparametric tests of independence based on interpoint distances
- Penalized Independence Rule for Testing High-Dimensional Hypotheses
- Generalized Schott type tests for complete independence in high dimensions
- Robust test for independence in high dimensions
- Independence test for high dimensional data based on regularized canonical correlation coefficients
- Independence test in high-dimension using distance correlation and power enhancement technique
- scientific article; zbMATH DE number 2147964 (Why is no real title available?)
- High-dimensional asymptotic expansion of the null distribution for Schott’s test statistic for complete independence of normal random variables
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