On high-dimensional sign tests

DOI10.3150/15-BEJ710MaRDI QIDQ6826238zbMATH OpenFDO

Authors Davy Paindaveine, Thomas Verdebout

Publication date 12 May 2016

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3150/15-BEJ710

zbMATH Keywords

high-dimensional testsportmanteau testssign testsuniversal asymptotics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Non-Markovian processes: hypothesis testing (62M07)

Cited in

(5)

• On summed nonparametric dependence measures in high dimensions, fixed or large samples
• Dimension-agnostic change point detection
• Consistent complete independence test in high dimensions based on Chatterjee correlation coefficient
• Adjusted location-invariant U-tests for the covariance matrix with elliptically high-dimensional data
• Spectral analysis of high-dimensional spot volatility matrix with applications

This page was built for publication: On high-dimensional sign tests

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6826238)