Testing for independence of large dimensional vectors
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Publication:2328066
DOI10.1214/18-AOS1771zbMath1436.60018arXiv1708.03964MaRDI QIDQ2328066
Taras Bodnar, Nestor Parolya, Dette, Holger
Publication date: 9 October 2019
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.03964
asymptotic normalitylinear spectral statisticstesting for independencelarge dimensional covariance matrixnoncentral Fisher random matrix
Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05) Measures of association (correlation, canonical correlation, etc.) (62H20) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Asymptotic properties of parametric tests (62F05)
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