A test for the complete independence of high-dimensional random vectors
From MaRDI portal
Publication:5221520
Permutations, words, matrices (05A05) Large deviations (60F10) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Eigenvalues, singular values, and eigenvectors (15A18) Order statistics; empirical distribution functions (62G30)
Recommendations
- Testing for complete independence in high dimensions
- Generalized Schott type tests for complete independence in high dimensions
- A necessary test for complete independence in high dimensions using rank-correlations
- The distance correlation \(t\)-test of independence in high dimension
- A note on testing complete independence for high dimensional data
Cites work
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- Asymptotic distribution of the largest off-diagonal entry of correlation matrices
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Corrections to LRT on large-dimensional covariance matrix by RMT
- Edge universality of correlation matrices
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
- Some tests criteria for the covariance matrix with fewer observations than the dimension
- Testing for complete independence in high dimensions
- The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
- The asymptotic distributions of the largest entries of sample correlation matrices.
- Tracy-Widom law for the extreme eigenvalues of sample correlation matrices
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
Cited in
(18)- A test for independence of two sets of variables when the number of variables is large relative to the sample size
- Testing independence among a large number of high-dimensional random vectors
- Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics
- Testing independence in high dimensions using Kendall's tau
- Testing the independence of variables for specific covariance structures: A simulation study
- Testing for complete independence in high dimensions
- A necessary test for complete independence in high dimensions using rank-correlations
- The distance correlation \(t\)-test of independence in high dimension
- Generalized Schott type tests for complete independence in high dimensions
- Test of independence for high-dimensional random vectors based on freeness in block correlation matrices
- Independence test in high-dimension using distance correlation and power enhancement technique
- Testing the independence of two random vectors where only one dimension is large
- Independence tests with random subspace of two random vectors in high dimension
- Testing for independence of high-dimensional variables: \(\rho V\)-coefficient based approach
- scientific article; zbMATH DE number 6285780 (Why is no real title available?)
- A note on testing complete independence for high dimensional data
- Testing for independence of large dimensional vectors
- Conditional mean and quantile dependence testing in high dimension
This page was built for publication: A test for the complete independence of high-dimensional random vectors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5221520)
