Optimal rates for independence testing via $U$-statistic permutation tests

DOI10.48550/arXiv.2001.05513zbMath1504.62060arXiv2001.05513MaRDI QIDQ130903

Ioannis Kontoyiannis, Richard J. Samworth, Thomas B. Berrett, Richard J. Samworth, Ioannis Kontoyiannis, Thomas B. Berrett

Publication date: 15 January 2020

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

Full work available at URL: https://arxiv.org/abs/2001.05513

zbMATH Keywords

Stein's method; permutation tests; U-statistics; minimax separation rates; independence testing; \(U\)-statistic permutation (USP) test

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

60F05: Central limit and other weak theorems

62H20: Measures of association (correlation, canonical correlation, etc.)

62C20: Minimax procedures in statistical decision theory

62G09: Nonparametric statistical resampling methods

Related Items

USP, On universally consistent and fully distribution-free rank tests of vector independence, Minimax optimality of permutation tests, Adaptive test of independence based on HSIC measures

Uses Software

• R
• copula
• energy
• AS 159
• copula
• dHSIC
• GeneralisedCovarianceMeasure
• IndepTest

Cites Work

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