Distance correlation test for high-dimensional independence
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Cites work
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- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
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- On the distribution of the largest eigenvalue in principal components analysis
- On the sphericity test with large-dimensional observations
- On universally consistent and fully distribution-free rank tests of vector independence
- Optimal hypothesis testing for high dimensional covariance matrices
- Partial distance correlation with methods for dissimilarities
- Signal detection in high dimension: the multispiked case
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Spectral analysis of large dimensional random matrices
- Testing for complete independence in high dimensions
- Testing independence in high dimensions with sums of rank correlations
- Testing mutual independence in high dimension via distance covariance
- Tests for high-dimensional covariance matrices
- The asymptotic distributions of the largest entries of sample correlation matrices.
- The distance correlation \(t\)-test of independence in high dimension
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