A test for the complete independence of high-dimensional random vectors
DOI10.1080/00949655.2016.1151517zbMATH Open1465.62106OpenAlexW2314472458MaRDI QIDQ5221520FDOQ5221520
Authors: Zhi Liu, Weiming Li 
Publication date: 1 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2016.1151517
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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)
Cites Work
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- Some tests criteria for the covariance matrix with fewer observations than the dimension
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- The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Asymptotic distribution of the largest off-diagonal entry of correlation matrices
- Tracy-Widom law for the extreme eigenvalues of sample correlation matrices
- Edge universality of correlation matrices
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 the independence of two random vectors where only one dimension is large
- Testing for independence of large dimensional vectors
- Testing the independence of variables for specific covariance structures: A simulation study
- A note on testing complete independence for high dimensional data
- Testing independence in high dimensions using Kendall's tau
- Testing for independence of high-dimensional variables: \(\rho V\)-coefficient based approach
- Testing independence among a large number of high-dimensional random vectors
- Testing for complete independence in high dimensions
- Conditional mean and quantile dependence testing in high dimension
- Title not available (Why is that?)
- The distance correlation \(t\)-test of independence in high dimension
- Independence tests with random subspace of two random vectors in high dimension
- Generalized Schott type tests for complete independence in high dimensions
- Independence test in high-dimension using distance correlation and power enhancement technique
- Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics
- A necessary test for complete independence in high dimensions using rank-correlations
- Test of independence for high-dimensional random vectors based on freeness in block correlation matrices
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