Erratum: Testing for high-dimensional white noise using maximum cross-correlations

DOI10.1093/biomet/asx017zbMath1506.62306OpenAlexW4252925328MaRDI QIDQ5384438

Jinyuan Chang, Qiwei Yao, Wen Zhou

Publication date: 24 June 2019

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asx017

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15) Non-Markovian processes: hypothesis testing (62M07)

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