Testing independence in high dimensions

DOI10.1016/0167-7152(91)90166-OzbMath0729.62041OpenAlexW2077713686MaRDI QIDQ806858

Georg R. Heer

Publication date: 1991

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90166-o

zbMATH Keywords

local alternativeskernel density estimatorsorthogonal series expansiontest for independenceincreasing dimensionjoint densitieshigh-dimensional alternativemarginal densitiespower investigationsuniformly asymptotically unbiased

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

The distance correlation \(t\)-test of independence in high dimension

Cites Work

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• Approximations to the distributions of ordered distance random variables
• Cramer-von Mises tests for independence
• A quadratic measure of deviation of two-dimensional density estimates and a test of independence
• Über die Konsistenz einer Schätzung mehrdimensionaler Dichten auf der Basis trigonometrischer Reihen
• Estimation of a multivariate density
• Tests of independence of continuous random variables which guard against special alternatives
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• Distribution-Free Tests of Independence

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