Cover Image

Rank-Based Tests for Mutual Independence of High-Dimensional Random Vectors via $L_q$ Norm

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Zhao, Ping, Wang, Hongfei, Feng, Long
Format:	Preprint
Published:	2026
Subjects:	Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Testing Independence Between High-Dimensional Random Vectors Using Rank-Based Max-Sum Tests
by: Wang, Hongfei, et al.
Published: (2024)

High dimensional alpha test for linear factor pricing model with $L_q$-norm
by: Zhao, Ping, et al.
Published: (2026)

Inverse Norm Weighted Maxsum Test for High Dimensional Location Parameters
by: Yan, Guowei, et al.
Published: (2025)

Robust Spatial-Sign-Based Testing of High-Dimensional Alpha in Conditional Factor Models
by: Zhao, Ping, et al.
Published: (2026)

High-Dimensional Two-Sample Test for Elliptical Symmetry Distribution
by: Feng, Long, et al.
Published: (2026)

Spatial Sign based Principal Component Analysis for High Dimensional Data
by: Zhao, Ping, et al.
Published: (2024)

Robust Mutual Fund Selection with False Discovery Rate Control
by: Wang, Hongfei, et al.
Published: (2024)

Note on High Dimensional Spatial-Sign Test for One Sample Problem
by: Zhao, Ping, et al.
Published: (2026)

Adaptive Sphericity Tests for High Dimensional Data
by: Zhao, Ping, et al.
Published: (2024)

Adaptive Rank-based Tests for High Dimensional Mean Problems
by: Zhang, Yu, et al.
Published: (2023)

Adaptive Strategy of Testing Alphas in High Dimensional Linear Factor Pricing Models
by: Zhao, Chenxi, et al.
Published: (2024)

Spatial-Sign based Maxsum Test for High Dimensional Location Parameters
by: Liu, Jixuan, et al.
Published: (2024)

Robust Maximum $L_q$-Likelihood Covariance Estimation for Replicated Spatial Data
by: Chen, Sihan, et al.
Published: (2024)

Double Robust high dimensional alpha test for linear factor pricing model
by: Zhao, Ping, et al.
Published: (2024)

On the use of Mutual Information for Testing Independence
by: Marinescu, Marius, et al.
Published: (2025)

High-Dimensional Tests for Elliptical Models via Radial--Directional Dependence
by: Zhang, Haoran, et al.
Published: (2026)

A Rank-Based Sequential Test of Independence
by: Henzi, Alexander, et al.
Published: (2023)

Adaptive Test for High Dimensional Quantile Regression
by: Zhao, Ping, et al.
Published: (2025)

Testing Alpha in High-Dimensional Conditional Time-Varying Factor Models with Dependent Observations
by: Feng, Long, et al.
Published: (2026)

Efficient High-Dimensional Conditional Independence Testing
by: Banerjee, Bilol
Published: (2025)

High-Dimensional Independence Testing via Maximum and Average Distance Correlations
by: Shen, Cencheng, et al.
Published: (2020)

Studentized Tests of Independence: Random-Lifter approach
by: Gao, Zhe, et al.
Published: (2024)

Testing Alpha in High Dimensional Linear Factor Pricing Models with Dependent Observations
by: Ma, Huifang, et al.
Published: (2024)

High dimensional matrix estimation through elliptical factor models
by: Xu, Xinyue, et al.
Published: (2025)

Association and Independence Test for Random Objects
by: Zhou, Hang, et al.
Published: (2025)

High-Dimensional Data Analysis for Elliptically Symmetric Distributions
by: Feng, Long
Published: (2026)

On Ranking-based Tests of Independence
by: Limnios, Myrto, et al.
Published: (2024)

Conditional Rank-Rank Regression via Deep Conditional Transformation Models
by: Wang, Xiaoyi, et al.
Published: (2026)

Robust Quickest Correlation Change Detection in High-Dimensional Random Vectors
by: Alghamdi, Assma, et al.
Published: (2024)

High Dimensional Mean Test for Shrinking Random Variables with Applications to Backtesting
by: Chen, Liujun, et al.
Published: (2026)

Occam Factor for Random Graphs: Erdös-Rényi, Independent Edge, and Rank-1 Stochastic Blockmodel
by: Wang, Tianyu, et al.
Published: (2023)

Semiparametric Elliptical Mixture Clustering for High-Dimensional Data
by: Feng, Long, et al.
Published: (2026)

Rank-Based Sparse Regression in Principal Components Space under Measurement Error
by: Feng, Long, et al.
Published: (2026)

High dimensional Mean Test for Temporal Dependent Data
by: Hu, Yuchen, et al.
Published: (2025)

Adaptive Change Point Inference for High Dimensional Time Series with Temporal Dependence
by: Wang, Xiaoyi, et al.
Published: (2025)

Difference-Based High-Dimensional Long-Run Covariance Matrix Estimation for Mean-shift Time Series
by: Liu, Yanhong, et al.
Published: (2026)

Factor-Adjusted Multiple Testing for High-Dimensional Individual Mediation Effects
by: Shi, Chen, et al.
Published: (2026)

Randomization Tests for Distributions of Individual Treatment Effects via Combined Rank Statistics
by: Kim, David, et al.
Published: (2026)

High-Dimensional Hettmansperger-Randles Estimator and its Applications
by: Yan, Guowei, et al.
Published: (2025)

High Dimensional Bootstrap and Asymptotic Expansion for the $k$-th Largest Coordinate
by: Feng, Long
Published: (2026)