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A test for the complete independence of high-dimensional random vectors - MaRDI portal

A test for the complete independence of high-dimensional random vectors (Q5221520)

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scientific article; zbMATH DE number 7184789
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English
A test for the complete independence of high-dimensional random vectors
scientific article; zbMATH DE number 7184789

    Statements

    title
    A test for the complete independence of high-dimensional random vectors (English)
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    author
    Zhi Liu
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    Wei-Ming Li
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    publication date
    1 April 2020
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    zbMATH Keywords
    correlation matrix
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    extreme value distribution
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    high-dimensional
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    hypothesis testing
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    permutation test
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    Identifiers

    Mathematics Subject Classification ID
    62H15
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    62H20
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    62G30
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    60F10
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    15A18
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    05A05
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    zbMATH DE Number
    7184789
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    OpenAlex ID
    W2314472458
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