Empirical likelihood method for complete independence test on high-dimensional data
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Cites work
- A new test of independence for high-dimensional data
- Berry-Esseen inequality for unbounded exchangeable pairs
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Corrections to LRT on large-dimensional covariance matrix by RMT
- Empirical likelihood
- Empirical likelihood approach to goodness of fit testing
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
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- Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
- Likelihood ratio tests for high-dimensional normal distributions
- Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors
- On Schott's and Mao's test statistics for independence of normal random vectors
- Testing for complete independence in high dimensions
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