Testing for high-dimensional white noise using maximum cross-correlations

Keyphrases

• Normal Random Vector 100%
• White Noise Test 100%
• Maximum Cross-correlation 100%
• Portmanteau Test 100%

Engineering

• Crosscorrelation 100%
• Illustrates 50%
• Principal Components 50%
• Component Analysis 50%
• Lagrange Multiplier Method 50%
• Noise Test 50%
• Normal Distribution 50%

Mathematics

• Principal Component Analysis 50%
• Autocorrelation 50%
• Transformed Data 50%
• Omnibus Test 50%