In a recent paper González Manteiga and Vilar Fernández (1995) considered the problem of testing linearity of a regression under MA(infinity) structure of the errors using a weighted L2-distance between a parametric and a nonparametric fit. They established asymptotic normality of the...

In this paper, new tests for the independence of two high-dimensional vectors are investigated. We consider the case where the dimension of the vectors increases with the sample size and propose multivariate analysis of variance-type statistics for the hypothesis of a block diagonal covariance...