A necessary test for complete independence in high dimensions using rank-correlations

DOI10.1016/J.JMVA.2013.05.014MaRDI QIDQ2350669zbMATH OpenOpenAlexFDO

Authors Changliang Zou, Zhaojun Wang, Guanghui Wang

Publication date 25 June 2015

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

Full work available at URL https://doi.org/10.1016/j.jmva.2013.05.014

zbMATH Keywords

asymptotic normalitycomplete independencehigh-dimensional problemnecessary testsSpearman's rank-correlation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

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(12)

• Testing independence in high dimensions with sums of rank correlations
• High-dimensional consistent independence testing with maxima of rank correlations
• Generalized Schott type tests for complete independence in high dimensions
• Symmetrical independence tests for two random vectors with arbitrary dimensional graphs
• Tests of zero correlation using modified RV coefficient for high-dimensional vectors
• Testing for complete independence in high dimensions
• Robust test for independence in high dimensions
• A test for the complete independence of high-dimensional random vectors
• Max-sum test based on Spearman's footrule for high-dimensional independence tests
• Rank-based combination independence tests for high-dimensional data
• Spectral statistics of large dimensional Spearman's rank correlation matrix and its application
• A note on testing complete independence for high dimensional data

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