Testing Independence for a Large Number of High{Dimensional Random

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Works Cited by This (12)

Action	Title	Year	Authors
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein
+	Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices	1995	Jack W. Silverstein
+ PDF Chat	Central limit theorem for linear eigenvalue statistics of random matrices with independent entries	2009	Anna Lytova L. А. Pastur
+	Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size	2001	Olivier Ledoit Michael Wolf
+	Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence	2005	Yongmiao Hong Halbert White
+ PDF Chat	Central limit theorems for linear spectral statistics of large dimensional F-matrices	2012	Shurong Zheng
+ PDF Chat	Testing for independence between two covariance stationary time series	1996	Yongmiao Hong
+ PDF Chat	A note on testing the covariance matrix for large dimension	2005	Mélanie Birke Holger Dette
+	An Introduction to Multivariate Statistical Analysis	1986	Robb J. Muirhead T. W. Anderson
+ PDF Chat	Generalized Spectral Tests for Serial Dependence	2000	Yongmiao Hong