The distance correlation \(t\)-test of independence in high dimension
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Publication:391599
DOI10.1016/j.jmva.2013.02.012zbMath1277.62128OpenAlexW1995245587MaRDI QIDQ391599
Gábor J. Székely, Maria L. Rizzo
Publication date: 10 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2013.02.012
Nonparametric hypothesis testing (62G10) Measures of association (correlation, canonical correlation, etc.) (62H20)
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Uses Software
Cites Work
- Measuring and testing dependence by correlation of distances
- Testing independence in high dimensions
- De Finetti's theorem for abstract finite exchangeable sequences
- Brownian distance covariance
- Rejoinder: ``Brownian distance covariance
- An invariance principle for \(\phi\)-mixing sequences
- Finite exchangeable sequences
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- A multivariate nonparametric test of independence
- Testing for complete independence in high dimensions
- Linear Statistical Inference and its Applications
- Discussion of: Brownian distance covariance
- Unnamed Item
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