Testing Independence Among a Large Number of High-Dimensional Random Vectors (Q4975402)
From MaRDI portal
scientific article; zbMATH DE number 6756954
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing Independence Among a Large Number of High-Dimensional Random Vectors |
scientific article; zbMATH DE number 6756954 |
Statements
Testing Independence Among a Large Number of High-Dimensional Random Vectors (English)
0 references
4 August 2017
0 references
central limit theorem
0 references
covariance stationary time series
0 references
empirical spectral distribution
0 references
independence test
0 references
large-dimensional sample covariance matrix
0 references
linear spectral statistics
0 references
0 references
0 references
0 references
0 references
