Proposition and validation of multivariate tests of independence between two groups of variables

DOI10.1080/03610918.2021.1926503OpenAlexW3164297040MaRDI QIDQ6049851

Unnamed Author, Henrique J. P. Alves, Daniel F. Ferreira

Publication date: 18 September 2023

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2021.1926503

zbMATH Keywords

robustpowerType I errorcomedian

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• On MAD and comedians
• Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
• Testing the independence of sets of large-dimensional variables
• Multivariate extension of chi-squared univariate normality test
• On the Independence of k Sets of Normally Distributed Statistical Variables
• Outlier detection for high dimensional data using the Comedian approach
• Testing the independence of two random vectors where only one dimension is large
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA

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