Pages that link to "Item:Q956401"
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The following pages link to A test for independence of two sets of variables when the number of variables is large relative to the sample size (Q956401):
Displaying 15 items.
- On a likelihood ratio test for independence (Q758050) (← links)
- A hypothesis test for independence of sets of variates in high dimensions (Q956370) (← links)
- On Schott's and Mao's test statistics for independence of normal random vectors (Q1644198) (← links)
- Testing the independence of sets of large-dimensional variables (Q1935713) (← links)
- Tests of zero correlation using modified RV coefficient for high-dimensional vectors (Q2321773) (← links)
- Simultaneous Tests for Independence Among Components of Random Vector by Step-Down Multiple Comparison Procedure (Q3168342) (← links)
- Test of independence between tow sets of variates (Q3223686) (← links)
- Testing for complete independence in high dimensions (Q3545415) (← links)
- Asymptotic distributions of two test statistics for testing independence with missing data (Q3736737) (← links)
- A GENERALIZATION OF TESTING INDEPENDENCE OF SETS OF VARIATES (Q4857116) (← links)
- Two-Step Hypothesis Testing When the Number of Variables Exceeds the Sample Size (Q4921619) (← links)
- Nonparametric tests of independence based on interpoint distances (Q5221306) (← links)
- A test of multivariate independence based on a single factor model (Q5960848) (← links)
- Some correlation tests for vectors of large dimension (Q6106184) (← links)
- Inferring the finest pattern of mutual independence from data (Q6579393) (← links)
