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Title: Testing dependencies in high dimensions Authors:  Marie Huskova - Charles University (Czech Republic) [presenting]
Zdenek Hlavka - Charles University (Czech Republic)
Simos Meintanis - University of Athens (Greece)
Abstract: The focus is on various tests for independencies in multivariate as well as functional sequences of time series. Both serial, as well as mutual procedures, are considered. The focus is on tests formulated as L2-type criteria based on characteristic empirical functions. Presented are asymptotic properties, computational aspects, simulation results as well as application to some data.