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...
