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.2008.05.031zbMATH Open1148.62041OpenAlexW2013928517MaRDI QIDQ956401FDOQ956401

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

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Cites Work

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Testing for complete independence in high dimensions
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A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
A test for the mean vector with fewer observations than the dimension
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Exact distributions of Wilks's likelihood ratio criterion
Dependent unit vectors
Asymptotic Expansions for the Moments of the Distribution of Correlation Coefficient
On the exact distribution of Wilks's criterion
Some results on the distribution of Wilks's likelihood-ratio criterion

Cited In (11)

Some correlation tests for vectors of large dimension
A hypothesis test for independence of sets of variates in high dimensions
Inferring the finest pattern of mutual independence from data
Tests of zero correlation using modified RV coefficient for high-dimensional 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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