Independence tests with random subspace of two random vectors in high dimension

DOI10.1016/J.JMVA.2023.105160MaRDI QIDQ2692934zbMATH OpenOpenAlexFDO

Authors Tao Qiu, Wangli Xu, Li-Xing Zhu

Publication date 17 March 2023

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2023.105160

zbMATH Keywords

\(U\)-statisticsdistance covariancehigh dimensionHilbert-Schmidt independence criterionindependence testrandom subspace sampling

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• 10.1162/153244303768966085
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• A NEW MEASURE OF RANK CORRELATION
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• Brownian distance covariance
• Conditional mean and quantile dependence testing in high dimension
• Consistent nonparametric tests of independence
• Distance covariance in metric spaces
• Distance-based and RKHS-based dependence metrics in high dimension
• Equivalence of distance-based and RKHS-based statistics in hypothesis testing
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 47948 (Why is no real title available?)
• scientific article; zbMATH DE number 3376558 (Why is no real title available?)
• Kernel methods for measuring independence
• Measuring and testing dependence by correlation of distances
• Modified martingale difference correlations
• Partial distance correlation with methods for dissimilarities
• Partial martingale difference correlation
• Testing for independence of high-dimensional variables: V-coefficient based approach
• Tests for high-dimensional regression coefficients with factorial designs
• The distance correlation \(t\)-test of independence in high dimension

Cited in

(11)

• On some exact distribution-free tests of independence between two random vectors of arbitrary dimensions
• Testing independence among a large number of high-dimensional random vectors
• A two-sample test based on cluster subspaces for equality of mean vectors in high dimension
• Rank-based indices for testing independence between two high-dimensional vectors
• Testing for independence in high dimensions based on characteristic covariance
• A robust nonparametric test for conditional symmetry in high dimension
• Enhanced HSIC for independence test via projection integration
• An efficient and distribution-free symmetry test for high-dimensional data based on energy statistics and random projections
• A nonparametric distribution-free test of independence among continuous random vectors based on L₁-norm
• Testing independence between high-dimensional random vectors using rank-based max-sum tests
• Distribution-free robust independence test for high-dimensional data via semi-Grothendieck's covariance

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