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- W3003388337 abstract "The hypothesis of complete independence is necessary for many statistical inferences. Classical testing procedures can not be applied to test this hypothesis in high-dimensional data. In this paper, a simple test statistic is presented for testing complete independence in multivariate high dimensional normal data. Using the theory of martingales, the asymptotic normality of the test statistic is established. In order to evaluate the performance of the proposed test and compare it with existing procedures, a simulation study was conducted. The simulation results indicate that the proposed test has an empirical type-I error rate with an average relative error less than the available tests. An application of the proposed method for gene expression clinical prostate data is presented." @default.
- W3003388337 created "2020-02-07" @default.
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- W3003388337 date "2020-08-01" @default.
- W3003388337 modified "2023-09-25" @default.
- W3003388337 title "A Test for Independence in High-Dimensional Normal Data" @default.
- W3003388337 doi "https://doi.org/10.29252/jss.14.1.235" @default.
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