Rank-based max-sum tests for mutual independence of high-dimensional random vectors

Keyphrases

• Mutual Independence 100%
• Sum Test 100%
• Max-sum 100%
• Panel Data Regression Model 50%
• Cross-sectional Independence 50%
• Rank-based Test 50%
• Sum Type 50%
• Fixed Effects Panel 50%

Mathematics

• Dimensional Random Vector 100%
• Regression Model 50%
• Vector Error 50%
• correlation coefficient ρ 50%
• Asymptotic Property 50%
• Superiority 50%
• Dimensional Data 50%
• Alternative Hypothesis 50%