Lemma 1.If Assumption 1 holds, then asn→ ∞, pX j=1 ˆΣ2 jj −Σ 2 jj =O P(1)and Pp j=1 ˆΣ2 jjPp j=1 Σ2 jj P − →1

+ 2∥Σ∥2 F 2var(∥X1∥2 2) L − →N(0,1) (14) 18 asn→ ∞ · 2019

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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.

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A Goodness-of-Fit Test for Independent Component Models in High Dimensions math.ST · 2026-05-19 · unverdicted · none · ref 3
Presents the first goodness-of-fit test for independent component models with asymptotic validity in high dimensions without pre-whitening.