Tests of zero correlation using modified RV coefficient for high-dimensional vectors

DOI10.1007/S42519-019-0043-XzbMATH Open1426.62173OpenAlexW2944465948WikidataQ127909795 ScholiaQ127909795MaRDI QIDQ2321773FDOQ2321773

Authors Yanyan Li 

Publication date 23 August 2019

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s42519-019-0043-x

zbMATH Keywords

high-dimensional inferencecross-correlationsblock-diagonal structure

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cited in

(2)

• A significance test of the RV coefficient in high dimensions
• A simple test for zero multiple correlation coefficient in high-dimensional normal data using random projection

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