Independence test for high dimensional data based on regularized canonical correlation coefficients
This paper proposes a new statistic to test independence between two high dimensional random vectors X:p1×1 and Y:p2×1. The proposed statistic is based on the sum of regularized sample canonical correlation coefficients of X and Y. The asymptotic distribution of the statistic under the null hypothes...
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| Main Authors: | , |
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| 其他作者: | |
| 格式: | Article |
| 語言: | English |
| 出版: |
2015
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| 主題: | |
| 在線閱讀: | https://hdl.handle.net/10356/107196 http://hdl.handle.net/10220/25381 |
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| 機構: | Nanyang Technological University |
| 語言: | English |