Testing for complete independence in high dimensions
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- Generalized Schott type tests for complete independence in high dimensions
- A test for the complete independence of high-dimensional random vectors
- A test for independence of two sets of variables when the number of variables is large relative to the sample size
- A necessary test for complete independence in high dimensions using rank-correlations
- A hypothesis test for independence of sets of variates in high dimensions
Cited in
(only showing first 100 items - show all)- High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound
- A new test for sphericity of the covariance matrix for high dimensional data
- On Schott's and Mao's test statistics for independence of normal random vectors
- Testing independence in high dimensions using Kendall's tau
- Comparison of a large number of regression curves
- Asymptotic normality of quadratic forms with random vectors of increasing dimension
- Asymptotic power of Rao's score test for independence in high dimensions
- A nonuniform bound to an independent test in high dimensional data analysis via Stein's method
- Testing independence in high dimensions with sums of rank correlations
- Testing independence with high-dimensional correlated samples
- Null distribution of the sum of squared \(z\)-transforms in testing complete independence
- Testing the independence of sets of large-dimensional variables
- High-dimensional consistent independence testing with maxima of rank correlations
- Generalized Schott type tests for complete independence in high dimensions
- Hypothesis tests for high-dimensional covariance structures
- Max-sum tests for cross-sectional independence of high-dimensional panel data
- Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm
- Testing for independence of high-dimensional variables: V-coefficient based approach
- Hypothesis testing for high-dimensional time series via self-normalization
- A nonparametric test for block-diagonal covariance structure in high dimension and small samples
- Testing for high-dimensional network parameters in auto-regressive models
- Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors
- Test for high-dimensional correlation matrices
- Testing for independence of large dimensional vectors
- Detecting positive correlations in a multivariate sample
- A necessary test for complete independence in high dimensions using rank-correlations
- The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
- A two-sample test for high-dimensional data with applications to gene-set testing
- Calibration of the empirical likelihood for high-dimensional data
- Asymptotic theory for maximum deviations of sample covariance matrix estimates
- A note on tests of sphericity and cross-sectional dependence for fixed effects panel model
- Finiteness of small factor analysis models
- Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices
- More powerful tests for sparse high-dimensional covariances matrices
- Penalized Independence Rule for Testing High-Dimensional Hypotheses
- Testing super-diagonal structure in high dimensional covariance matrices
- Simultaneous tests for independence among components of random vector by step-down multiple comparison procedure
- Likelihood ratio tests for high-dimensional normal distributions
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- The distance correlation \(t\)-test of independence in high dimension
- Consistency of high-dimensional AIC-type and C_p-type criteria in multivariate linear regression
- A new test of independence for high-dimensional data
- Limiting distributions of high-dimensional multivariate beta-type distributions
- Testing the structure of the covariance matrix with fewer observations than the dimension
- Testing independence via spectral moments
- A study of two high-dimensional likelihood ratio tests under alternative hypotheses
- scientific article; zbMATH DE number 3999022 (Why is no real title available?)
- A GENERALIZATION OF TESTING INDEPENDENCE OF SETS OF VARIATES
- New weighted portmanteau statistics for time series goodness of fit testing
- A semiparametric graphical modelling approach for large-scale equity selection
- Hypothesis Testing for Block-structured Correlation for High Dimensional Variables
- On high-dimensional tests for mutual independence based on Pearson's correlation coefficient
- Testing independence in high-dimensional multivariate normal data
- Empirical likelihood method for complete independence test on high-dimensional data
- A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models*
- Testing diagonality of high-dimensional covariance matrix under non-normality
- Testing block-diagonal covariance structure for high-dimensional data under non-normality
- Nonparametric tests of independence based on interpoint distances
- A test for the complete independence of high-dimensional random vectors
- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
- A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model
- Some tests for the covariance matrix with fewer observations than the dimension under non-normality
- Some Observations on the Correlation Determinant
- Market integration, systemic risk and diagnostic tests in large mixed panels
- Testing for sphericity in a two-way error components panel data model
- An improvement of a nonuniform bound for unbounded exchangeable pairs
- Testing block‐diagonal covariance structure for high‐dimensional data
- On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence
- A test for the identity of a high-dimensional correlation matrix based on the \(\ell_4\)-norm
- Some correlation tests for vectors of large dimension
- Simultaneous test for linear model via projection
- High-dimensional asymptotic expansion of the null distribution for Schott’s test statistic for complete independence of normal random variables
- Testing the independence of variables for specific covariance structures: A simulation study
- Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors
- Block-diagonal test for high-dimensional covariance matrices
- Max-sum test based on Spearman's footrule for high-dimensional independence tests
- Logarithmic law of large random correlation matrices
- Sharp optimality for high-dimensional covariance testing under sparse signals
- Testing for independence in high dimensions based on empirical copulas
- Rank-based max-sum tests for mutual independence of high-dimensional random vectors
- On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size
- Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics
- A robust test statistic for independence in high dimensional data
- Statistical Inferences for Complex Dependence of Multimodal Imaging Data
- Inferring the finest pattern of mutual independence from data
- Distance correlation test for high-dimensional independence
- Spectrum of high-dimensional sample covariance and related matrices: a selective review
- An adaptive test based on Kendall's tau for independence in high dimensions
- A rank-based adaptive independence test for high-dimensional data
- Rank-based combination independence tests for high-dimensional data
- High-Dimensional Block Diagonal Covariance Structure Detection Using Singular Vectors
- Numerical algorithms for the asymptotic mean and variance of linear spectral statistics of high-dimensional correlation matrices
- Testing independence based on Spearman’s footrule in high dimensions
- Testing for independence of sets of high-dimensional normal vectors using random projection approach
- A distance covariance test of independence in high dimension, low sample size contexts
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
- An adaptive test of the independence of high-dimensional data based on Kendall rank correlation coefficient
- Testing high-dimensional covariance structures using double-normalized observations
- On summed nonparametric dependence measures in high dimensions, fixed or large samples
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