A rank-based adaptive independence test for high-dimensional data

DOI10.1080/03610918.2024.2370987MaRDI QIDQ6859063zbMATH OpenFDO

Authors Xiangyu Shi, Rui-Yuan Cao, Jiang Du

Publication date 12 February 2026

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2024.2370987

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A NEW MEASURE OF RANK CORRELATION
• A Non-Parametric Test of Independence
• An adaptive two-sample test for high-dimensional means
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• Distribution-free tests of independence in high dimensions
• High-dimensional consistent independence testing with maxima of rank correlations
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• Least angle regression. (With discussion)
• Max-sum test based on Spearman's footrule for high-dimensional independence tests
• Max-sum tests for cross-sectional independence of high-dimensional panel data
• Nonparametric tests of independence based on interpoint distances
• On Gaussian comparison inequality and its application to spectral analysis of large random matrices
• On measures of association and a related problem
• On some test criteria for covariance matrix
• Power enhancement in high-dimensional cross-sectional tests
• Rank correlation and tests of significance involving no assumption of normality.
• Robust test for independence in high dimensions
• Testing for complete independence in high dimensions
• Testing independence in high dimensions using Kendall's tau
• Testing mutual independence in high dimension via distance covariance
• Tracy-Widom limit for Kendall's tau

This page was built for publication: A rank-based adaptive independence test for high-dimensional data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6859063)