Presents the first goodness-of-fit test for independent component models with asymptotic validity in high dimensions without pre-whitening.
It remains to show that the first term on the right side of (58) converges to 1 in probability
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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.