Independence test for high dimensional data based on regularized canonical correlation coefficients

18 March 2015

Papers citing "Independence test for high dimensional data based on regularized canonical correlation coefficients"

5 / 5 papers shown

Title
Consistent Estimation of a Class of Distances Between Covariance Matrices Roberto Pereira Xavier Mestre Davig Gregoratti 27 1 0 18 Sep 2024
Central Limit Theorem for Linear Spectral Statistics of Large Dimensional Kendall's Rank Correlation Matrices and its Applications Zeng Li Qinwen Wang Runze Li 26 13 0 13 Dec 2019
High-dimensional covariance matrices in elliptical distributions with application to spherical test Jiang Hu Weiming Li Zhi Liu Wang Zhou 22 36 0 21 Mar 2018
Cleaning large correlation matrices: tools from random matrix theory J. Bun J. Bouchaud M. Potters 32 262 0 25 Oct 2016
High-dimensional inference on covariance structures via the extended cross-data-matrix methodology K. Yata M. Aoshima 24 15 0 22 Mar 2015