Testing independence among a large number of high-dimensional random vectors (Q4975402)
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scientific article; zbMATH DE number 6756954
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| 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)
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4 August 2017
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central limit theorem
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covariance stationary time series
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empirical spectral distribution
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independence test
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large-dimensional sample covariance matrix
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linear spectral statistics
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0.8300697803497314
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0.8248757123947144
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0.8215615153312683
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0.8187986016273499
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0.8123611211776733
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