Independence test for high dimensional data based on regularized canonical correlation coefficients

DOI10.1214/14-AOS1284zbMath1344.60027arXiv1503.05324MaRDI QIDQ2343952

Yanrong Yang, Guangming Pan

Publication date: 11 May 2015

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.05324

zbMATH Keywords

asymptotic distributionrandom matricescentral limit theoremindependence testlinear spectral statisticscanonical correlation coefficients

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Central limit and other weak theorems (60F05) Measures of association (correlation, canonical correlation, etc.) (62H20) Random matrices (probabilistic aspects) (60B20)

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