It follows that var(h1(X1)) = var E h(X1, X2)|X1 = ( 1 4 +O( 1 n))var ∥X1∥2 2 −tr(Σ) 2 + (4 +O( 1 n))var(X⊤ 1 ΣX1) −(2 +O( 1 n))cov ∥X1∥2 2 −tr(Σ) 2 , X⊤ 1 ΣX1

with tr(Σ) 2 to write the second factor in parentheses as (∥X 1∥2 2 −tr(Σ)) 2 when calculating var(h1(X1))

1 Pith paper cite this work. Polarity classification is still indexing.

1 Pith paper citing it

browse 1 citing papers

representative citing papers

math.ST · 2026-05-19 · unverdicted · novelty 7.0

Presents the first goodness-of-fit test for independent component models with asymptotic validity in high dimensions without pre-whitening.

Showing 1 of 1 citing paper.

A Goodness-of-Fit Test for Independent Component Models in High Dimensions math.ST · 2026-05-19 · unverdicted · none · ref 10
Presents the first goodness-of-fit test for independent component models with asymptotic validity in high dimensions without pre-whitening.