On some exact distribution-free tests of independence between two random vectors of arbitrary dimensions

DOI10.1016/J.JSPI.2016.02.007MaRDI QIDQ282902zbMATH OpenOpenAlexFDO

Authors Munmun Biswas, Soham Sarkar, Anil K. Ghosh

Publication date 12 May 2016

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2016.02.007

zbMATH Keywords

distance correlationedge weighted graphlevel and power of a testminimal spanning treePrim's algorithm

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 3376558 (Why is no real title available?)
• A Non-Parametric Test of Independence
• A Nonparametric Test of Independence Between Two Vectors
• A class of multivariate distribution-free tests of independence based on graphs
• A consistent multivariate test of association based on ranks of distances
• A multivariate nonparametric test of independence
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• Graph-theoretic measures of multivariate association and prediction
• Hubs in space: popular nearest neighbors in high-dimensional data
• Introducing the discussion paper by Székely and Rizzo
• Measuring and testing dependence by correlation of distances
• Multivariate Nonparametric Tests of Independence
• Multivariate nonparametric methods with R. An approach based on spatial signs and ranks.
• Multivariate nonparametric tests
• Nonparametric statistical inference
• On a Measure of Dependence Between two Random Variables
• Sign test of independence between two random vectors.

Cited in

(14)

• Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors
• Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
• Symmetrical independence tests for two random vectors with arbitrary dimensional graphs
• Rank-based indices for testing independence between two high-dimensional vectors
• Asymptotic Distribution-Free Independence Test for High-Dimension Data
• Some new copula based distribution-free tests of independence among several random variables
• scientific article; zbMATH DE number 6285780 (Why is no real title available?)
• Independence tests with random subspace of two random vectors in high dimension
• Tests of mutual independence among several random vectors using univariate and multivariate ranks of nearest neighbours
• On some consistent tests of mutual independence among several random vectors of arbitrary dimensions
• A data depth based nonparametric test of independence between two random vectors
• Some copula-based tests of independence among several random variables having arbitrary probability distributions
• Some Multivariate Tests of Independence Based on Ranks of Nearest Neighbors
• Test of independence for Hilbertian random variables

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