Testing independence in high-dimensional multivariate normal data

DOI10.1080/03610926.2019.1702699OpenAlexW2995659788MaRDI QIDQ5078556

Dariush Najarzadeh

Publication date: 23 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1702699

zbMATH Keywords

high-dimensional datamultivariate normal distributionmartingale central limit theoremtesting independence

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites Work

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