Generalized Schott type tests for complete independence in high dimensions

DOI10.1016/j.jmva.2021.104731zbMath1465.62103OpenAlexW3127580086MaRDI QIDQ2022562

Kai Xu, Huanyu Liu, Ming Xiang Cao, Dao-Jiang He

Publication date: 29 April 2021

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104731

zbMATH Keywords

hypothesis testinghigh-dimensional dataindependence of random variableslarge \(m\) small \(n\)

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (2)

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

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