Projective independence tests in high dimensions: the curses and the cures

Summary Testing independence between high-dimensional random vectors is fundamentally different from testing independence between univariate random variables. Taking the projection correlation as an example, it suffers from at least three problems. First, it has a high computational complexity of O{...

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Veröffentlicht in:	Biometrika 2024-09, Vol.111 (3), p.1013-1027
Hauptverfasser:	Zhang, Yaowu, Zhu, Liping
Format:	Artikel
Sprache:	eng
Schlagworte:	Asymptotic methods Asymptotic properties Complexity Correlation Electric power distribution Permutations Random variables Weighting functions
Online-Zugang:	Volltext
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