A hypothesis test for independence of sets of variates in high dimensions

DOI10.1016/J.SPL.2008.05.003zbMATH Open1274.62384OpenAlexW1966963676MaRDI QIDQ956370FDOQ956370

Authors: Yanbiao Xiang, Zhengyan Lin 

Publication date: 25 November 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.05.003

Recommendations

• A test for independence of two sets of variables when the number of variables is large relative to the sample size
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Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Title not available (Why is that?)
• Some tests criteria for the covariance matrix with fewer observations than the dimension

Cited In (13)

• A test for independence of two sets of variables when the number of variables is large relative to the sample size
• Identity tests for high dimensional data using RMT
• Testing for independence of large dimensional vectors
• A new test of independence for high-dimensional data
• A note on testing complete independence for high dimensional data
• Testing the independence of sets of large-dimensional variables
• Testing for independence of high-dimensional variables: \(\rho V\)-coefficient based approach
• Testing the structure of the covariance matrix with fewer observations than the dimension
• Block-diagonal test for high-dimensional covariance matrices
• Testing for complete independence in high dimensions
• A GENERALIZATION OF TESTING INDEPENDENCE OF SETS OF VARIATES
• Penalized Independence Rule for Testing High-Dimensional Hypotheses
• Asymptotic power of Rao's score test for independence in high dimensions

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