Testing independence with high-dimensional correlated samples
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Publication:1750290
DOI10.1214/17-AOS1571zbMath1395.62130arXiv1703.08843MaRDI QIDQ1750290
Publication date: 18 May 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1703.08843
false discovery rate; independence test; matrix-variate normal; quadratic functional estimation; high-dimensional sample correlation matrix; multiple testing of correlations
62H12: Estimation in multivariate analysis
62H15: Hypothesis testing in multivariate analysis
62F05: Asymptotic properties of parametric tests
Uses Software