A note on testing complete independence for high dimensional data

DOI10.1016/j.spl.2015.07.001zbMath1398.62144OpenAlexW879452728MaRDI QIDQ900534

Guangyu Mao

Publication date: 22 December 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.07.001

zbMATH Keywords

independence testhigh dimensionuniversal asymptotics

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Related Items (2)

On high-dimensional tests for mutual independence based on Pearson’s correlation coefficient ⋮ Generalized Schott type tests for complete independence in high dimensions

Cites Work

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• A new test of independence for high-dimensional data
• Dependent central limit theorems and invariance principles
• Testing for complete independence in high dimensions
• On the Independence of k Sets of Normally Distributed Statistical Variables
• Geometric Representation of High Dimension, Low Sample Size Data

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