Test of independence for high-dimensional random vectors based on freeness in block correlation matrices
Work
Year: 2017
Type: article
Abstract: In this paper, we are concerned with the independence test for $k$ high-dimensional sub-vectors of a normal vector, with fixed positive integer $k$. A natural high-dimensional extension of the classic... more
Source: Electronic Journal of Statistics
Authors Zhigang Bao, Jiang Hu, Guangming Pan, Zhou Wang
Institutions Nanyang Technological University, Northeast Normal University, Hong Kong University of Science and Technology, University of Hong Kong, National University of Singapore
Cites: 26
Cited by: 15
Related to: 10
FWCI: 1.195
Citation percentile (by year/subfield): 77.03
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold
APC paid (est): $675