Testing independence in high dimensions with sums of rank correlations

DOI10.1214/17-AOS1550zbMath1415.62038arXiv1501.01732WikidataQ57566346 ScholiaQ57566346MaRDI QIDQ1747739

Xianqiang Yang

Publication date: 27 April 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.01732

zbMATH Keywords

independence; U-statistics; high-dimensional statistics; rank correlations; minimax optimality; martingale central limit theorem

Mathematics Subject Classification ID

62H15: Hypothesis testing in multivariate analysis

60F05: Central limit and other weak theorems

62G30: Order statistics; empirical distribution functions

60G44: Martingales with continuous parameter

Uses Software

• MNM