On Schott's and Mao's test statistics for independence of normal random vectors

DOI10.1016/j.spl.2018.05.009zbMath1463.62005arXiv1704.01673OpenAlexW2803686463WikidataQ129811935 ScholiaQ129811935MaRDI QIDQ1644198

Yongcheng Qi, Shuhua Chang

Publication date: 21 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.01673

zbMATH Keywords

normal distributionlimiting distributionhigh dimensioncomplete independence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Sufficient statistics and fields (62B05)

Related Items

Empirical likelihood method for complete independence test on high-dimensional data ⋮ Identification and validation of periodic autoregressive model with additive noise: finite-variance case ⋮ High-dimensional asymptotic expansion of the null distribution for Schott’s test statistic for complete independence of normal random variables ⋮ Testing independence in high-dimensional multivariate normal data ⋮ Generalized Schott type tests for complete independence in high dimensions

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