Presents the first goodness-of-fit test for independent component models with asymptotic validity in high dimensions without pre-whitening.
Meanwhile, if we takeA=B= Σ 1/2eke⊤ k Σ1/2 withe k ∈R p denoting thek th standard basis vector, then summing overk= 1
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A Goodness-of-Fit Test for Independent Component Models in High Dimensions
Presents the first goodness-of-fit test for independent component models with asymptotic validity in high dimensions without pre-whitening.