Independence test for high dimensional data based on regularized canonical correlation coefficients
This paper proposes a new statistic to test independence between two high dimensional random vectors X:p1×1 and Y:p2×1. The proposed statistic is based on the sum of regularized sample canonical correlation coefficients of X and Y. The asymptotic distribution of the statistic under the null hypothes...
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| Awduron Eraill: | |
| Fformat: | Journal Article |
| Iaith: | English |
| Cyhoeddwyd: |
2015
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| Pynciau: | |
| Mynediad Ar-lein: | https://hdl.handle.net/10356/107196 http://hdl.handle.net/10220/25381 |