High-dimensional asymptotic expansion of the null distribution for Schott’s test statistic for complete independence of normal random variables
DOI10.1080/03610926.2022.2094414OpenAlexW4284990744MaRDI QIDQ6118221
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Publication date: 23 February 2024
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://figshare.com/articles/journal_contribution/High-dimensional_asymptotic_expansion_of_the_null_distribution_for_Schott_s_test_statistic_for_complete_independence_of_normal_random_variables/20278082
high-dimensional datacomplete independenceasymptotic expansion of the null distribution\((n,p)\)-asymptotic
Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30)
Cites Work
- A new test of independence for high-dimensional data
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- High-dimensional Edgeworth expansion of a test statistic on independence and its error bound
- High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound
- Asymptotic expansions and bootstrapping distributions for dependent variables: A martingale approach
- On Schott's and Mao's test statistics for independence of normal random vectors
- Generalized Schott type tests for complete independence in high dimensions
- High-Dimensional Edgeworth Expansion of LR Statistic for Testing Circular Symmetric Covariance Structure and Its Error Bound
- Testing for complete independence in high dimensions
- Interval estimation in discriminant analysis for large dimension
- Multivariate Statistics
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