Asymptotic independence of the sum and maximum of dependent random variables with applications to high-dimensional tests

DOI10.5705/ss.202022.0354MaRDI QIDQ6593385

Tiefeng Jiang, Xiao-Yun Li, Long Feng, Binghui Liu

Publication date: 26 August 2024

Published in: Statistica Sinica (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityasymptotic independencehigh-dimensional testsextreme-value distributionlarge \(p\) and small \(n\)

Mathematics Subject Classification ID

Statistics (62-XX)

This page was built for publication: Asymptotic independence of the sum and maximum of dependent random variables with applications to high-dimensional tests