A test for independence of two sets of variables when the number of variables is large relative to the sample size

DOI10.1016/J.SPL.2008.05.031MaRDI QIDQ956401zbMATH OpenOpenAlexFDO

Authors James R. Schott

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.2008.05.031

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 3649814 (Why is no real title available?)
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• scientific article; zbMATH DE number 2146311 (Why is no real title available?)
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• A test for the mean vector with fewer observations than the dimension
• Asymptotic Expansions for the Moments of the Distribution of Correlation Coefficient
• Dependent unit vectors
• Exact distributions of Wilks's likelihood ratio criterion
• On the exact distribution of Wilks's criterion
• Some results on the distribution of Wilks's likelihood-ratio criterion
• Testing for complete independence in high dimensions

Cited in

(16)

• Testing the independence of two random vectors where only one dimension is large
• A hypothesis test for independence of sets of variates in high dimensions
• Testing the independence of variables for specific covariance structures: A simulation study
• Some correlation tests for vectors of large dimension
• Inferring the finest pattern of mutual independence from data
• Testing the independence of sets of large-dimensional variables
• Tests of zero correlation using modified RV coefficient for high-dimensional vectors
• Simultaneous tests for independence among components of random vector by step-down multiple comparison procedure
• On Schott's and Mao's test statistics for independence of normal random vectors
• Testing for complete independence in high dimensions
• Test of independence between tow sets of variates
• A GENERALIZATION OF TESTING INDEPENDENCE OF SETS OF VARIATES
• Asymptotic distributions of two test statistics for testing independence with missing data
• Two-Step Hypothesis Testing When the Number of Variables Exceeds the Sample Size
• Nonparametric tests of independence based on interpoint distances
• A test of multivariate independence based on a single factor model

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