Distributed testing on mutual independence between components of high-dimensional massive data

DOI10.1080/03610926.2025.2568705MaRDI QIDQ6836445zbMATH OpenFDO

Authors Yun Ma, Junshan Xie

Publication date 27 March 2026

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2025.2568705

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cites work

• Distance covariance in metric spaces
• Distance metrics for measuring joint dependence with application to causal inference
• Distributed inference for degenerate \(U\)-statistics
• Distribution-free tests of independence in high dimensions
• Fast algorithms for the calculation of Kendall's \(\tau\)
• Fast surrogates of U-statistics
• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
• Independence test for high dimensional data based on regularized canonical correlation coefficients
• Kernel-based tests for joint independence
• Limit theorems for \(U\)-processes
• Measuring and testing dependence by correlation of distances
• Partial distance correlation with methods for dissimilarities
• Testing independence among a large number of high-dimensional random vectors
• Testing independence in high dimensions with sums of rank correlations
• Testing mutual independence in high dimension via distance covariance
• The distance correlation \(t\)-test of independence in high dimension

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