Distance correlation test for high-dimensional independence
type: Item
instance of: scholarly article
title: Distance correlation test for high-dimensional independence
author: Weiming Li
author: Qinwen Wang
author: Jian-Feng Yao
published in: Bernoulli
publication date: 2024-08-20T00:00:00Z
Mathematics Subject Classification ID: 62Hxx
Mathematics Subject Classification ID: 62Gxx
Mathematics Subject Classification ID: 60Fxx
zbMATH DE Number: 7898714
zbMATH Keywords: distance correlation
zbMATH Keywords: distance covariance
zbMATH Keywords: high-dimensional independent test
zbMATH Keywords: mutual independence
zbMATH Keywords: sparse alternatives
MaRDI profile type: MaRDI publication profile
cites work: Spectral analysis of large dimensional random matrices
cites work: Corrections to LRT on large-dimensional covariance matrix by RMT
cites work: A consistent test of independence based on a sign covariance related to Kendall's tau
cites work: Q4836494
cites work: Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
cites work: Optimal hypothesis testing for high dimensional covariance matrices
cites work: Tests for High-Dimensional Covariance Matrices
cites work: High-dimensional consistent independence testing with maxima of rank correlations
cites work: High Dimensional Correlation Matrices: The Central Limit Theorem and Its Applications
cites work: Distribution-free tests of independence in high dimensions
cites work: Asymptotically independent U-statistics in high-dimensional testing
cites work: The asymptotic distributions of the largest entries of sample correlation matrices.
cites work: On the distribution of the largest eigenvalue in principal components analysis
cites work: Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
cites work: Testing independence in high dimensions with sums of rank correlations
cites work: Asymptotic power of Rao's score test for independence in high dimensions
cites work: Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications
cites work: On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture
cites work: Asymptotic power of sphericity tests for high-dimensional data
cites work: Signal detection in high dimension: the multispiked case
cites work: Ball Covariance: A Generic Measure of Dependence in Banach Space
cites work: Testing for complete independence in high dimensions
cites work: Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs
cites work: On universally consistent and fully distribution-free rank tests of vector independence
cites work: The distance correlation \(t\)-test of independence in high dimension
cites work: Partial distance correlation with methods for dissimilarities
cites work: Measuring and testing dependence by correlation of distances
cites work: On the sphericity test with large-dimensional observations
cites work: Efficient computation of the Bergsma-Dassios sign covariance
cites work: Testing Mutual Independence in High Dimension via Distance Covariance
DOI: 10.3150/23-BEJ1710
description: scientific article; zbMATH DE number 7898714