Testing for independence of sets of high-dimensional normal vectors using random projection approach

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Communications in Statistics - Theory and Methods Pub Date : 2024-06-26 DOI:10.1080/03610926.2024.2361129

Dariush Najarzadeh

引用次数: 0

Abstract

A simple test is proposed to test the independence of high-dimensional random normal vectors. The method consists of two steps. First, the primary high-dimensional data is projected onto a low-dime...

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利用随机投影法测试高维正态向量集的独立性

本文提出了一种测试高维随机正态向量独立性的简单方法。该方法包括两个步骤。首先，将主要的高维数据投影到低维数据上，然后将低维数据投影到高维数据上，最后将高维数据投影到高维随机正...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Communications in Statistics - Theory and Methods 数学-统计学与概率论

CiteScore

2.00

自引率

12.50%

发文量

320

审稿时长

7.5 months

期刊介绍： The Theory and Methods series intends to publish papers that make theoretical and methodological advances in Probability and Statistics. New applications of statistical and probabilistic methods will also be considered for publication. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.