Rank based tests for high dimensional white noise

DOI10.5705/SS.202022.0382MaRDI QIDQ6930802zbMATH OpenFDO

Authors Dachuan Chen, Fengyi Song, Long Feng

Publication date 12 September 2025

Published in Statistica Sinica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/SS.202022.0382

zbMATH Keywords

degenerate U-statisticshigh dimensionalitynondegenerate U-statisticsserial correlationsimple linear rank statisticswhite noise test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Measures of association (correlation, canonical correlation, etc.) (62H20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(1)

• Testing independence between high-dimensional random vectors using rank-based max-sum tests

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