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

DOI10.1016/J.SPL.2008.05.003MaRDI QIDQ956370zbMATHOpenAlexFDO

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

Mathematics Subject Classification ID

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

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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Cites work

• scientific article; zbMATH DE number 3655180 (Why is no real title available?)
• Some tests criteria for the covariance matrix with fewer observations than the dimension

Cited in

(14)

• 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 the structure of the covariance matrix with fewer observations than the dimension
• Testing the independence of variables for specific covariance structures: A simulation study
• A new test of independence for high-dimensional data
• Penalized Independence Rule for Testing High-Dimensional Hypotheses
• Testing for complete independence in high dimensions
• Asymptotic power of Rao's score test for independence in high dimensions
• Testing the independence of sets of large-dimensional variables
• A GENERALIZATION OF TESTING INDEPENDENCE OF SETS OF VARIATES
• Block-diagonal test for high-dimensional covariance matrices
• Testing for independence of high-dimensional variables: \(\rho V\)-coefficient based approach
• A note on testing complete independence for high dimensional data
• Testing for independence of large dimensional vectors

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