Next, since we have Pp j=1 Σ2 jj ≳punder Assumption 1, it follows from Lemma 1 that Pp j=1 Σ2 jj Pp j=1 ˇΣ2 jj =O P(1) and Pp j=1 Σ2 jj − ˇΣ2 jjPp j=1 Σ2 jj =O P( 1 p)

=O( √n)

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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 13
Presents the first goodness-of-fit test for independent component models with asymptotic validity in high dimensions without pre-whitening.