Some correlation tests for vectors of large dimension

DOI10.1080/03610926.2021.1945631OpenAlexW3179694233MaRDI QIDQ6106184

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Publication date: 27 June 2023

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

Full work available at URL: https://doi.org/10.1080/03610926.2021.1945631

zbMATH Keywords

canonical correlationhigh-dimensional inferencecross-covariancecovariance tests

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• On high-dimensional tests for mutual independence based on Pearson’s correlation coefficient
• Testing diagonality of high-dimensional covariance matrix under non-normality
• Location‐invariant Multi‐sample U‐tests for Covariance Matrices with Large Dimension

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