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Generalized Schott type tests for complete independence in high dimensions

He, DJ; Liu, HY; Xu, K; Cao, MX

He, DJ (corresponding author), Anhui Normal Univ, Sch Math & Stat, Wuhu 241002, Peoples R China.

JOURNAL OF MULTIVARIATE ANALYSIS, 2021; 183 ():

Abstract

In the high dimensional setting, this article explores the problem of testing the complete independence of random variables having a multivariate norm......

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