Testing independence via spectral moments

DOI10.1007/978-3-319-49984-0_18MaRDI QIDQ4554535zbMATH OpenOpenAlexFDO

Authors Jolanta Pielaszkiewicz, Dietrich Von Rosen, Martin Singull

Publication date 14 November 2018

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-49984-0_18

zbMATH Keywords

covariance matrixgoodness of fit testtest of independenceWishart matrixspectral moments

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

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Cites work

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Cited in

(2)

• Testing for nodal dependence in relational data matrices
• scientific article; zbMATH DE number 6949937 (Why is no real title available?)

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