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Statistics
A Journal of Theoretical and Applied Statistics
Volume 51, 2017 - Issue 1: ‘Special Issue in Honour of Paul Doukhan: Selected Papers from the Conference on the Occasion of Paul Doukhan’s 60th Birthday: Dependence, Limit Theorems and Applications’
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Original Articles

Testing the independence of two random vectors where only one dimension is large

Weiming LiSchool of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, People's Republic of ChinaView further author information
,
Jiaqi ChenDepartment of Mathematics, Harbin Institute of Technology, Harbin, People's Republic of ChinaCorrespondence[email protected]
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&
Jianfeng YaoDepartment of Statistics and Actuarial Sciences, The University of Hong Kong, Hongkong, People's Republic of ChinaView further author information
Pages 141-153 | Received 05 May 2016, Accepted 26 Sep 2016, Published online: 20 Dec 2016

Citations (8)

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Read on this site (3)

Vânia F. L. Miranda, Henrique J. P. Alves & Daniel F. Ferreira. (2023) Proposition and validation of multivariate tests of independence between two groups of variables. Communications in Statistics - Simulation and Computation 52:7, pages 2799-2810.
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Yongshuai Chen & Wenwen Guo. (2020) Independence test in high-dimension using distance correlation and power enhancement technique. Communications in Statistics - Theory and Methods 49:17, pages 4216-4233.
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Yongshuai Chen & Hengjian Cui. (2020) The abstract of doctoral dissertation ‘Some research on hypothesis testing and nonparametric variable screening problems for high dimensional data’. Statistical Theory and Related Fields 4:2, pages 228-229.
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Articles from other publishers (5)

Yongshuai Chen, Wenwen Guo & Hengjian Cui. (2023) On the test of covariance between two high-dimensional random vectors. Statistical Papers.
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Mingyue Hu & Yongcheng Qi. (2022) Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors. Statistical Papers 64:3, pages 923-954.
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Jiayu Lai, Xiaoyi Wang, Kaige Zhao & Shurong Zheng. (2022) Block-diagonal test for high-dimensional covariance matrices. TEST 32:1, pages 447-466.
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Nina Dörnemann. (2023) Likelihood ratio tests under model misspecification in high dimensions. Journal of Multivariate Analysis 193, pages 105122.
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Yongcheng Qi, Fang Wang & Lin Zhang. (2018) Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors. Annals of the Institute of Statistical Mathematics 71:4, pages 911-946.
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