Testing the independence of sets of large-dimensional variables

DOI10.1007/s11425-012-4501-0zbMath1256.62033OpenAlexW1983891740MaRDI QIDQ1935713

Dandan Jiang, Shurong Zheng, Zhi-Dong Bai

Publication date: 19 February 2013

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-012-4501-0

zbMATH Keywords

random \(F\)-matricesindependence testslarge-dimensional data analysis

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Random matrices (algebraic aspects) (15B52)

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