On the Independence of k Sets of Normally Distributed Statistical Variables

Cited in

(63)

Canonical correlation analysis for elliptical copulas
Testing the independence of two random vectors where only one dimension is large
Orthogonal inter-battery factor analysis
Estimation of the mean and the covariance matrix under a marginal independence assumption -- an application of matrix differential calculus
Statistical Inferences for Complex Dependence of Multimodal Imaging Data
Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors
Test of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear data
A note on testing complete independence for high dimensional data
A mixture of Generalized Integer Gamma distributions as the exact distribution of the product of an odd number of independent Beta random variables: applications
Independence and sphericity tests for the residuals of space-time arma models
Study of the quality of several asymptotic and near-exact approximations based on moments for the distribution of the Wilks lambda statistic
Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
Contributions to the theory of multivariate statistical analysis.
Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices
A nonparametric test for block-diagonal covariance structure in high dimension and small samples
Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
On the test of covariance between two high-dimensional random vectors
Likelihood ratio tests for high-dimensional normal distributions
Testing the independence of sets of large-dimensional variables
A multivariate nonparametric test of independence
A note on asymptotics of classical likelihood ratio tests for high-dimensional normal distributions
The generalized integer gamma distribution -- a basis for distributions in multivariate statistics
Proposition and validation of multivariate tests of independence between two groups of variables
Affine-invariant rank tests for multivariate independence in independent component models
Development and comparative study of two near-exact approximations to the distribution of the product of an odd number of independent beta random variables
The generalized near-integer Gamma distribution: a basis for `near-exact' approximations to the distribution of statistics which are the product of an odd number of independent Beta random variables
Sign test of independence between two random vectors.
Saddlepoint method for obtaining tail probability of Wilk's likelihood ratio test
Power Analysis of Projection-Pursuit Independence Tests
On a likelihood ratio test for independence
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics
A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
A statistical method for the serial comparison of vector cardiograms
A unified and elementary proof of serial and nonserial, univariate and multivariate, Chernoff--Savage results
Measuring and testing dependence by correlation of distances
A general procedure for deriving distributions
The exact and near-exact distributions for the Wilks lambda statistic used in the test of independence of two sets of variables
Test of independence between tow sets of variates
Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
Multivariate nonparametric tests
Some hypothesis tests based on random projection
An independence test based on recurrence rates
Some recent developments on complex multivariate distributions
Wilks' Integral Equations in Multivariate Distribution Theory
Spectral statistics of sample block correlation matrices
Relations among m sets of measures
Rank test of independence based on adaptive Hellinger distance
A general association test for high-dimensional random vectors
Contributions to the Theory of Multivariate Statistical Analysis
Likelihood ratio tests for many groups in high dimensions
Multivariate tests of independence based on a new class of measures of independence in reproducing kernel Hilbert space
Generalized Schott type tests for complete independence in high dimensions
Multivariate tests of independence and their application in correlation analysis between financial markets
Brownian distance covariance
Independence test for high dimensional data based on regularized canonical correlation coefficients
A procedure to detect general association based on concentration of ranks
Independence test in high-dimension using distance correlation and power enhancement technique
Hypothesis Testing for Block-structured Correlation for High Dimensional Variables
A family of near-exact distributions based on truncations of the exact distribution for the generalized Wilks Lambda statistic
On universally consistent and fully distribution-free rank tests of vector independence
Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
Generalized Hypergeometric Functions and Exact Distributions of Test Statistics
Alleviating spatial confounding for areal data problems by displacing the geographical centroids

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