1. Anderson, T. W., T. W. Anderson, T. W. Anderson, and T. W. Anderson. 1958. An introduction to multivariate statistical analysis. Volume 2. New York: Wiley.
2. Tracy–Widom limit for Kendall’s tau
3. Blum, J. R., J. Kiefer, and M. Rosenblatt. 1961. Distribution free tests of independence based on the sample distribution function. The Annals of Mathematical Statistics 32 (2):485–98.
4. Asymptotic distribution-free independence test for high dimension data;Cai Z.;Journal of the American Statistical Association,2023
5. Chen D. and L. Feng. 2022. Asymptotic independence of the quadratic form and maximum of independent random variables with applications to high-dimensional tests. arXiv preprint arXiv:2204.08628.