On high-dimensional tests for mutual independence based on Pearson’s correlation coefficient

DOI10.1080/03610926.2019.1593459OpenAlexW3015639363WikidataQ128164279 ScholiaQ128164279MaRDI QIDQ5077444

Guangyu Mao

Publication date: 18 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1593459

zbMATH Keywords

Bessel functioncorrelation coefficienthigh-dimensional testsmutual independence

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Some correlation tests for vectors of large dimension

Cites Work

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• Pairwise Independence of Jointly Dependent Variables
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• Large Sample Covariance Matrices and High-Dimensional Data Analysis
• Geometric Representation of High Dimension, Low Sample Size Data

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