Test of independence for high-dimensional random vectors based on freeness in block correlation matrices
In this paper, we are concerned with the independence test for kk high-dimensional sub-vectors of a normal vector, with fixed positive integer kk. A natural high-dimensional extension of the classical sample correlation matrix, namely block correlation matrix, is proposed for this purpose. We then c...
| Huvudupphovsmän: | , , , |
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| Övriga upphovsmän: | |
| Materialtyp: | Journal Article |
| Språk: | English |
| Publicerad: |
2017
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| Ämnen: | |
| Länkar: | https://hdl.handle.net/10356/83955 http://hdl.handle.net/10220/42893 |