Testing independence in high dimensions using Kendall's tau
DOI10.1016/J.CSDA.2017.07.012zbMATH Open1469.62117OpenAlexW2748230116MaRDI QIDQ1662048FDOQ1662048
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
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Computational methods for problems pertaining to statistics (62-08) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cites Work
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- On the rate of convergence of normal extremes
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
- Some tests for the covariance matrix with fewer observations than the dimension under non-normality
- Large Sample Covariance Matrices and High-Dimensional Data Analysis
- Applications of Faa Di Bruno's Formula in Mathematical Statistics
- A new test of independence for high-dimensional data
- Robust test for independence in high dimensions
- High‐Dimensional Covariance Estimation
- A NOTE ON THE CUMULANTS OF KENDALL'S S-DISTRIBUTION
Cited In (10)
- Rank-based tests of cross-sectional dependence in panel data models
- Inferring the finest pattern of mutual independence from data
- Testing Kendall's τ for a large class of dependent sequences
- Kronecker delta method for testing independence between two vectors in high-dimension
- Max-sum test based on Spearman's footrule for high-dimensional independence tests
- Hypothesis Tests for Structured Rank Correlation Matrices
- Measures of concordance and testing of independence in multivariate structure
- An adaptive test based on Kendall's tau for independence in high dimensions
- Generalized Schott type tests for complete independence in high dimensions
- Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness
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