Exact first moments of the RV coefficient by invariant orthogonal integration
From MaRDI portal
Publication:6074742
DOI10.1016/j.jmva.2023.105227arXiv2210.00639OpenAlexW4385155050MaRDI QIDQ6074742
Publication date: 19 September 2023
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2210.00639
spectral momentsWeingarten calculusRV coefficientweighted multidimensional scalinginvariant orthogonal integration
Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Multivariate analysis (62Hxx)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the Schoenberg transformations in data analysis: theory and illustrations
- Free probability and random matrices
- Refined approximations to permutation tests for multivariate inference
- General moments of the inverse real Wishart distribution and orthogonal Weingarten functions
- Integration with respect to the Haar measure on unitary, orthogonal and symplectic group
- Testing the significance of the \textit{RV} coefficient
- The Harish-Chandra integral: an introduction with examples
- The orthogonal Weingarten formula in compact form
- Computation of the corrected Cornish-Fisher expansion using the response surface methodology: application to \textit{VaR} and \textit{CVaR}
- Modern multidimensional scaling. Theory and applications.
- Hurwitz and the origins of random matrix theory in mathematics
- Probabilistic analysis of an estimator for the Frobenius norm of a matrix product
- Differential Operators on a Semisimple Lie Algebra
- An Extension of Box's Results on the Use of the $F$ Distribution in Multivariate Analysis
- Invariant integration over the orthogonal group
- On some properties of orthogonal Weingarten functions
- A permutation test of association between configurations by means of the rv coefficient
- Invariant integration over the unitary group
- The Weingarten Calculus
- Real second order freeness and Haar orthogonal matrices
This page was built for publication: Exact first moments of the RV coefficient by invariant orthogonal integration
