A necessary test for complete independence in high dimensions using rank-correlations
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Publication:2350669
DOI10.1016/j.jmva.2013.05.014zbMath1328.62318MaRDI QIDQ2350669
Guang-Hui Wang, Changliang Zou, Zhaojun Wang
Publication date: 25 June 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2013.05.014
asymptotic normality; high-dimensional problem; complete independence; necessary tests; Spearman's rank-correlation