Testing independence in high dimensions using Kendall's tau

DOI10.1016/J.CSDA.2017.07.012zbMath1469.62117OpenAlexW2748230116MaRDI QIDQ1662048

Guangyu Mao

Publication date: 17 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2017.07.012

zbMATH Keywords

Kendall's tauhigh dimensionsindependence testrank correlation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (9)

Kronecker delta method for testing independence between two vectors in high-dimension ⋮ Rank-based tests of cross-sectional dependence in panel data models ⋮ Measures of concordance and testing of independence in multivariate structure ⋮ Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness ⋮ Max-sum test based on Spearman's footrule for high-dimensional independence tests ⋮ Hypothesis Tests for Structured Rank Correlation Matrices ⋮ Inferring the finest pattern of mutual independence from data ⋮ Generalized Schott type tests for complete independence in high dimensions ⋮ An adaptive test based on Kendall's tau for independence in high dimensions

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