Testing independence in high dimensions using Kendall's tau

DOI10.1016/J.CSDA.2017.07.012MaRDI QIDQ1662048zbMATHOpenAlexFDO

Authors Guangyu Mao

Publication date 17 August 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2017.07.012

zbMATH Keywords

high dimensionsindependence testKendall's taurank correlation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 1416649 (Why is no real title available?)
• A NEW MEASURE OF RANK CORRELATION
• A NOTE ON THE CUMULANTS OF KENDALL'S S-DISTRIBUTION
• A Test for Normality of Observations and Regression Residuals
• A new test of independence for high-dimensional data
• Applications of Faa Di Bruno's Formula in Mathematical Statistics
• Dependent central limit theorems and invariance principles
• Geometric Representation of High Dimension, Low Sample Size Data
• High-dimensional covariance estimation
• Large sample covariance matrices and high-dimensional data analysis
• Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
• On the rate of convergence of normal extremes
• Robust test for independence in high dimensions
• Some tests for the covariance matrix with fewer observations than the dimension under non-normality
• Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
• Testing for complete independence in high dimensions

Cited in

(11)

• Kronecker delta method for testing independence between two vectors in high-dimension
• Measures of concordance and testing of independence in multivariate structure
• Hypothesis Tests for Structured Rank Correlation Matrices
• Rank-based tests of cross-sectional dependence in panel data models
• Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness
• Robust test for independence in high dimensions
• Inferring the finest pattern of mutual independence from data
• Generalized Schott type tests for complete independence in high dimensions
• Max-sum test based on Spearman's footrule for high-dimensional independence tests
• Testing Kendall's τ for a large class of dependent sequences
• An adaptive test based on Kendall's tau for independence in high dimensions

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