Sökning: id:"swepub:oai:DiVA.org:uu-501381" >
Some correlation te...
Abstract
Ämnesord
Stäng
- For a random sample of n iid p-dimensional vectors, each partitioned into b sub-vectors of dimensions pi, i=1,…,b, tests for zero correlation of sub-vectors are presented when pi ≫ n and the distribution need not be normal. The test statistics are composed of U-statistics based estimators of the Frobenius norm measuring the distance between the null and alternative hypotheses. Asymptotic distributions of the tests are provided for n,pi → ∞, with their finite-sample performance demonstrated through simulations. Some related tests are discussed. A real data application is also given.
Ämnesord
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Nyckelord
- Canonical correlation
- covariance tests
- high-dimensional inference
- cross-covariance
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
Hitta via bibliotek
Till lärosätets databas