A class of multivariate distribution-free tests of independence based on graphs

DOI10.1016/j.jspi.2012.06.003zbMath1348.62162WikidataQ28683055 ScholiaQ28683055MaRDI QIDQ451189

Y. Heller, Ruth Heller, Malka Gorfine

Publication date: 21 September 2012

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.2012.06.003

zbMATH Keywords

independence test; high-dimensional response; multivariate association; random vectors

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

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

05C85: Graph algorithms (graph-theoretic aspects)

Related Items

Tests of mutual independence among several random vectors using univariate and multivariate ranks of nearest neighbours, Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs, Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation, Correlation between graphs with an application to brain network analysis, On some exact distribution-free tests of independence between two random vectors of arbitrary dimensions, The affinely invariant distance correlation, An empirical study of the maximal and total information coefficients and leading measures of dependence, Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors, Some new copula based distribution-free tests of independence among several random variables, On universally consistent and fully distribution-free rank tests of vector independence, Symmetrical independence tests for two random vectors with arbitrary dimensional graphs, On some consistent tests of mutual independence among several random vectors of arbitrary dimensions, Fast search local extremum for maximal information coefficient (MIC)

Uses Software

• R
• nbpMatching

Cites Work

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