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Testing for complete independence in high dimensions

Citations

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Cited by:

  1. Guillaume Marrelec & Alain Giron, 2024. "Inferring the finest pattern of mutual independence from data," Statistical Papers, Springer, vol. 65(3), pages 1677-1702, May.
  2. Schott, James R., 2008. "A test for independence of two sets of variables when the number of variables is large relative to the sample size," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 3096-3102, December.
  3. Srivastava, Muni S. & Kollo, Tõnu & von Rosen, Dietrich, 2011. "Some tests for the covariance matrix with fewer observations than the dimension under non-normality," Journal of Multivariate Analysis, Elsevier, vol. 102(6), pages 1090-1103, July.
  4. Badi H. Baltagi & Chihwa Kao & Long Liu, 2013. "The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(3), pages 241-270, September.
  5. Fujikoshi, Yasunori & Sakurai, Tetsuro & Yanagihara, Hirokazu, 2014. "Consistency of high-dimensional AIC-type and Cp-type criteria in multivariate linear regression," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 184-200.
  6. Jiti Gao & Xiao Han & Guangming Pan & Yanrong Yang, 2014. "High Dimensional Correlation Matrices: CLT and Its Applications," Monash Econometrics and Business Statistics Working Papers 26/14, Monash University, Department of Econometrics and Business Statistics.
  7. Wang, Hongfei & Liu, Binghui & Feng, Long & Ma, Yanyuan, 2024. "Rank-based max-sum tests for mutual independence of high-dimensional random vectors," Journal of Econometrics, Elsevier, vol. 238(1).
  8. Changliang Zou & Liuhua Peng & Long Feng & Zhaojun Wang, 2014. "Multivariate sign-based high-dimensional tests for sphericity," Biometrika, Biometrika Trust, vol. 101(1), pages 229-236.
  9. Baltagi, Badi H. & Feng, Qu & Kao, Chihwa, 2012. "A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model," Journal of Econometrics, Elsevier, vol. 170(1), pages 164-177.
  10. Masashi Hyodo & Nobumichi Shutoh & Takahiro Nishiyama & Tatjana Pavlenko, 2015. "Testing block-diagonal covariance structure for high-dimensional data," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 69(4), pages 460-482, November.
  11. Qiu, Yumou & Chen, Songxi, 2012. "Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation," MPRA Paper 46242, University Library of Munich, Germany.
  12. Badi H. Baltagi & Chihwa Kao & Bin Peng, 2016. "Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation," Econometrics, MDPI, vol. 4(4), pages 1-24, November.
  13. Xu, Kai & Cheng, Qing & He, Daojiang, 2025. "On summed nonparametric dependence measures in high dimensions, fixed or large samples," Computational Statistics & Data Analysis, Elsevier, vol. 205(C).
  14. Wei Lan & Ronghua Luo & Chih-Ling Tsai & Hansheng Wang & Yunhong Yang, 2015. "Testing the Diagonality of a Large Covariance Matrix in a Regression Setting," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 76-86, January.
  15. Yamada, Yuki & Hyodo, Masashi & Nishiyama, Takahiro, 2017. "Testing block-diagonal covariance structure for high-dimensional data under non-normality," Journal of Multivariate Analysis, Elsevier, vol. 155(C), pages 305-316.
  16. Guanghui Cheng & Zhengjun Zhang & Baoxue Zhang, 2017. "Test for bandedness of high-dimensional precision matrices," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(4), pages 884-902, October.
  17. Wang, Guanghui & Zou, Changliang & Wang, Zhaojun, 2013. "A necessary test for complete independence in high dimensions using rank-correlations," Journal of Multivariate Analysis, Elsevier, vol. 121(C), pages 224-232.
  18. Xu, Kai & Hao, Xinxin, 2019. "A nonparametric test for block-diagonal covariance structure in high dimension and small samples," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 551-567.
  19. Chen, Song Xi & Qin, Yingli, 2010. "A Two Sample Test for High Dimensional Data with Applications to Gene-set Testing," MPRA Paper 59642, University Library of Munich, Germany.
  20. Tiefeng Jiang & Yongcheng Qi, 2015. "Likelihood Ratio Tests for High-Dimensional Normal Distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(4), pages 988-1009, December.
  21. Chen, Jing & Li, Ming & Zhao, Kaige & Liu, Baisen, 2025. "A new maximum-type test for high-dimensional correlation matrices," Statistics & Probability Letters, Elsevier, vol. 220(C).
  22. Yongcheng Qi & Fang Wang & Lin Zhang, 2019. "Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(4), pages 911-946, August.
  23. Badi Baltagi & Chihwa Kao & Sanggon Na, 2013. "Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test," Statistical Papers, Springer, vol. 54(4), pages 1067-1094, November.
  24. Xiao, Han & Wu, Wei Biao, 2013. "Asymptotic theory for maximum deviations of sample covariance matrix estimates," Stochastic Processes and their Applications, Elsevier, vol. 123(7), pages 2899-2920.
  25. Guangming Pan & Jiti Gao & Yanrong Yang & Meihui Guo, 2015. "Cross-sectional Independence Test for a Class of Parametric Panel Data Models," Monash Econometrics and Business Statistics Working Papers 17/15, Monash University, Department of Econometrics and Business Statistics.
  26. Kai Xu & Minghui Yang, 2025. "A distance covariance test of independence in high dimension, low sample size contexts," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 77(5), pages 731-755, October.
  27. Mao, Guangyu, 2014. "A new test of independence for high-dimensional data," Statistics & Probability Letters, Elsevier, vol. 93(C), pages 14-18.
  28. He, Daojiang & Liu, Huanyu & Xu, Kai & Cao, Mingxiang, 2021. "Generalized Schott type tests for complete independence in high dimensions," Journal of Multivariate Analysis, Elsevier, vol. 183(C).
  29. Yukun Liu & Changliang Zou & Zhaojun Wang, 2013. "Calibration of the empirical likelihood for high-dimensional data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(3), pages 529-550, June.
  30. Alexander Chudik & M. Hashem Pesaran, 2013. "Large Panel Data Models with Cross-Sectional Dependence: A Survey," CESifo Working Paper Series 4371, CESifo.
  31. Peng, Hanxiang & Schick, Anton, 2018. "Asymptotic normality of quadratic forms with random vectors of increasing dimension," Journal of Multivariate Analysis, Elsevier, vol. 164(C), pages 22-39.
  32. Fisher, Thomas J. & Sun, Xiaoqian & Gallagher, Colin M., 2010. "A new test for sphericity of the covariance matrix for high dimensional data," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2554-2570, November.
  33. Liqi Xia & Ruiyuan Cao & Jiang Du & Jun Dai, 2025. "Consistent complete independence test in high dimensions based on Chatterjee correlation coefficient," Statistical Papers, Springer, vol. 66(1), pages 1-32, January.
  34. Long Feng & Changliang Zou & Zhaojun Wang, 2016. "Multivariate-Sign-Based High-Dimensional Tests for the Two-Sample Location Problem," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(514), pages 721-735, April.
  35. Sakurai, Tetsuro, 2012. "Limiting distributions of high-dimensional multivariate Beta-type distributions," Journal of Multivariate Analysis, Elsevier, vol. 111(C), pages 110-119.
  36. Mathias Drton & Han Xiao, 2010. "Finiteness of small factor analysis models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(4), pages 775-783, August.
  37. Jiayu Lai & Xiaoyi Wang & Kaige Zhao & Shurong Zheng, 2023. "Block-diagonal test for high-dimensional covariance matrices," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(1), pages 447-466, March.
  38. He, Jing & Chen, Song Xi, 2016. "Testing super-diagonal structure in high dimensional covariance matrices," Journal of Econometrics, Elsevier, vol. 194(2), pages 283-297.
  39. Zhaoyuan Li & Jianfeng Yao, 2021. "Extension of the Lagrange multiplier test for error cross-section independence to large panels with non normal errors," Papers 2103.06075, arXiv.org.
  40. Aki Ishii & Kazuyoshi Yata & Makoto Aoshima, 2021. "Hypothesis tests for high-dimensional covariance structures," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(3), pages 599-622, June.
  41. Mao, Guangyu, 2018. "Testing independence in high dimensions using Kendall’s tau," Computational Statistics & Data Analysis, Elsevier, vol. 117(C), pages 128-137.
  42. Fujikoshi, Yasunori & Sakurai, Tetsuro, 2009. "High-dimensional asymptotic expansions for the distributions of canonical correlations," Journal of Multivariate Analysis, Elsevier, vol. 100(1), pages 231-242, January.
  43. Peng, Liuhua & Chen, Song Xi & Zhou, Wen, 2016. "More powerful tests for sparse high-dimensional covariances matrices," Journal of Multivariate Analysis, Elsevier, vol. 149(C), pages 124-143.
  44. Jiti Gao & Xiao Han & Guangming Pan & Yanrong Yang, 2017. "High dimensional correlation matrices: the central limit theorem and its applications," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(3), pages 677-693, June.
  45. Mingyue Hu & Yongcheng Qi, 2023. "Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors," Statistical Papers, Springer, vol. 64(3), pages 923-954, June.
  46. Székely, Gábor J. & Rizzo, Maria L., 2013. "The distance correlation t-test of independence in high dimension," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 193-213.
  47. Xiao, Han & Wu, Wei Biao, 2019. "Portmanteau Test and Simultaneous Inference for Serial Covariances," IRTG 1792 Discussion Papers 2019-017, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  48. Mao, Guangyu, 2014. "A note on tests of sphericity and cross-sectional dependence for fixed effects panel model," Economics Letters, Elsevier, vol. 122(2), pages 215-219.
  49. Mao, Guangyu, 2015. "A note on testing complete independence for high dimensional data," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 82-85.
  50. Srivastava, Muni S. & Reid, N., 2012. "Testing the structure of the covariance matrix with fewer observations than the dimension," Journal of Multivariate Analysis, Elsevier, vol. 112(C), pages 156-171.
  51. Kato, Naohiro & Yamada, Takayuki & Fujikoshi, Yasunori, 2010. "High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 101-112, January.
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