Empirical likelihood method for complete independence test on high-dimensional data

DOI10.1080/00949655.2022.2029860OpenAlexW4210766409MaRDI QIDQ5086106

Yingchao Zhou, Yongcheng Qi

Publication date: 1 July 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2201.08492

zbMATH Keywords

empirical likelihoodmultivariate normal distributionhigh-dimensioncomplete independence test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Statistics (62-XX)

Cites Work

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• Empirical likelihood ratio confidence intervals for a single functional
• Berry-Esseen Inequality for Unbounded Exchangeable Pairs

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