Testing independence with high-dimensional correlated samples
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Publication:1750290
DOI10.1214/17-AOS1571zbMath1395.62130arXiv1703.08843OpenAlexW2607716783MaRDI QIDQ1750290
Publication date: 18 May 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1703.08843
false discovery rateindependence testmatrix-variate normalquadratic functional estimationhigh-dimensional sample correlation matrixmultiple testing of correlations
Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)
Related Items (5)
Kronecker delta method for testing independence between two vectors in high-dimension ⋮ Likelihood ratio tests for many groups in high dimensions ⋮ Maximum pairwise Bayes factors for covariance structure testing ⋮ Testing independence with high-dimensional correlated samples ⋮ Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series
Uses Software
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