Asymptotic distributions of high-dimensional distance correlation inference

DOI10.1214/20-AOS2024zbMath1486.62050arXiv1910.12970MaRDI QIDQ2054473

Yingying Fan, Lan Gao, Jinchi Lv, Qui-Man Shao

Publication date: 3 December 2021

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.12970

zbMATH Keywords

rate of convergencecentral limit theoremhigh dimensionalitynonparametric inferencedistance correlationtest of independenceblockchainnonlinear dependence detection

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (10)

Distance covariance for random fields ⋮ Test for diagonal symmetry in high dimension ⋮ Optimal Nonparametric Inference with Two-Scale Distributional Nearest Neighbors ⋮ Asymptotic normality of Gini correlation in high dimension with applications to the \(K\)-sample problem ⋮ Rank-based indices for testing independence between two high-dimensional vectors ⋮ Independence tests with random subspace of two random vectors in high dimension ⋮ Sliced Independence Test ⋮ Statistical Inferences for Complex Dependence of Multimodal Imaging Data ⋮ Asymptotic Distribution-Free Independence Test for High-Dimension Data ⋮ A class of robust independence tests based on weighted integrals of empirical characteristic functions

Uses Software

• GeneralisedCovarianceMeasure

Cites Work

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