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Testing Independence Among a Large Number of High-Dimensional Random Vectors

Pan, Guangming; Gao, Jiti; Yang, Yanrong - In: Journal of the American Statistical Association 109 (2014) 506, pp. 600-612

Capturing dependence among a large number of high-dimensional random vectors is a very important and challenging problem. By arranging <italic>n</italic> random vectors of length <italic>p</italic> in the form of a matrix, we develop a linear spectral statistic of the constructed matrix to test whether the <italic>n</italic> random vectors are...

Persistent link: https://www.econbiz.de/10010971105

Bandwidth Selection in Nonparametric Kernel Testing

Gao, Jiti; Gijbels, Irène - In: Journal of the American Statistical Association 103 (2008) 484, pp. 1584-1594

Persistent link: https://www.econbiz.de/10004982635

Tests for High-Dimensional Regression Coefficients With Factorial Designs

Zhong, Ping-Shou; Chen, Song Xi - In: Journal of the American Statistical Association 106 (2011) 493, pp. 260-274

Persistent link: https://www.econbiz.de/10009358141

Local Post-Stratification in Dual System Accuracy and Coverage Evaluation for the U.S. Census

Chen, Song Xi; Tang, Cheng Yong; Mule, Vincent T. - In: Journal of the American Statistical Association 105 (2010) 489, pp. 105-119

Persistent link: https://www.econbiz.de/10008784024

Empirical Likelihood Methods Based on Characteristic Functions With Applications to Lévy Processes

Chan, Ngai Hang; Chen, Song Xi; Peng, Liang; Yu, Cindy L. - In: Journal of the American Statistical Association 104 (2009) 488, pp. 1621-1630

Persistent link: https://www.econbiz.de/10008784025

Tests for High-Dimensional Covariance Matrices

Chen, Song Xi; Zhang, Li-Xin; Zhong, Ping-Shou - In: Journal of the American Statistical Association 105 (2010) 490, pp. 810-819

Persistent link: https://www.econbiz.de/10008784088