Testing Independence for a Large Number of High–Dimensional Random Vectors
Year of publication: |
2012-03-15
|
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Authors: | Gao, Jiti ; Pan, Guangming ; Yang, Yanrong |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Central limit theorem | Covariance stationary time series | Empirical spectral distribution | Independence test | Large dimensional sample covariance matrix | Linear spectral statistics |
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