Distance correlation test for high-dimensional independence
From MaRDI portal
Publication:6589588
Cites work
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- A consistent test of independence based on a sign covariance related to Kendall's tau
- Asymptotic power of Rao's score test for independence in high dimensions
- Asymptotic power of sphericity tests for high-dimensional data
- Asymptotically independent U-statistics in high-dimensional testing
- Ball Covariance: A Generic Measure of Dependence in Banach Space
- Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications
- Corrections to LRT on large-dimensional covariance matrix by RMT
- Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs
- Distribution-free tests of independence in high dimensions
- Efficient computation of the Bergsma-Dassios sign covariance
- High dimensional correlation matrices: the central limit theorem and its applications
- High-dimensional consistent independence testing with maxima of rank correlations
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
- Measuring and testing dependence by correlation of distances
- On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture
- On the distribution of the largest eigenvalue in principal components analysis
- On the sphericity test with large-dimensional observations
- On universally consistent and fully distribution-free rank tests of vector independence
- Optimal hypothesis testing for high dimensional covariance matrices
- Partial distance correlation with methods for dissimilarities
- Signal detection in high dimension: the multispiked case
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Spectral analysis of large dimensional random matrices
- Testing for complete independence in high dimensions
- Testing independence in high dimensions with sums of rank correlations
- Testing mutual independence in high dimension via distance covariance
- Tests for high-dimensional covariance matrices
- The asymptotic distributions of the largest entries of sample correlation matrices.
- The distance correlation \(t\)-test of independence in high dimension
This page was built for publication: Distance correlation test for high-dimensional independence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6589588)