A Graph-Based Framework for Nonparametric Tests of Multivariate Independence

DOI10.1080/10618600.2026.2627465MaRDI QIDQ7390315zbMATH OpenFDO

Authors Yanhui Li, Yubin Tian, Jinjuan Wang

Publication date 2026

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10618600.2026.2627465

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A consistent multivariate test of association based on ranks of distances
• A Consistent Test for Bivariate Dependence
• A consistent test of independence based on a sign covariance related to Kendall's tau
• A generic sure independence screening procedure
• A new coefficient of correlation
• A NEW MEASURE OF RANK CORRELATION
• An adaptive minimum spanning tree test for detecting irregularly-shaped spatial clusters
• An Exact Distribution-Free Test Comparing Two Multivariate Distributions based on Adjacency
• Ball Covariance: A Generic Measure of Dependence in Banach Space
• Brownian distance covariance
• Graph-based change-point detection
• Graph-theoretic measures of multivariate association and prediction
• Kernel-based tests for joint independence
• Measuring and testing dependence by correlation of distances
• Multivariate generalizations of the Wald-Wolfowitz and Smirnov two-sample tests
• Nonparametric independence testing via mutual information
• On the multivariate runs test
• Pooled association tests for rare genetic variants: a review and some new results
• Random association of symmetric arrays
• RELATIONS BETWEEN TWO SETS OF VARIATES
• The exact equivalence of distance and kernel methods in hypothesis testing

This page was built for publication: A Graph-Based Framework for Nonparametric Tests of Multivariate Independence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7390315)