Independence tests with random subspace of two random vectors in high dimension
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Publication:2692934
DOI10.1016/j.jmva.2023.105160MaRDI QIDQ2692934
Tao Qiu, Wang-li Xu, Li Xing Zhu
Publication date: 17 March 2023
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2023.105160
\(U\)-statistics; distance covariance; independence test; high dimension; Hilbert-Schmidt independence criterion; random subspace sampling