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Test of Independence for High-dimensional Random Vectors Based on Block Correlation Matrices
Zhigang Bao
, Jiang Hu
, Guangming Pan
, Wang Zhou
The Hong Kong University of Science and Technology
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Working paper
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Preprint
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Dive into the research topics of 'Test of Independence for High-dimensional Random Vectors Based on Block Correlation Matrices'. Together they form a unique fingerprint.
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Mathematics
Dimensional Random Vector
100%
Correlation Matrix
100%
Type Statistic
75%
Probability Theory
25%
Real Data
25%
Positive Integer
25%
Test Statistic
25%
Random Matrix Theory
25%
Testing Problem
25%
Orthogonal Matrix
25%
Limiting Behavior
25%
Partial Sum
25%