Robust test for independence in high dimensions

DOI10.1080/03610926.2016.1228965zbMATH Open1462.62341OpenAlexW2526565951MaRDI QIDQ4598596FDOQ4598596

Guangyu Mao

Publication date: 15 December 2017

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1228965

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zbMATH Keywords

high-dimensional dataindependence testrank correlationhigher-order moments

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Cited In (10)

• A robust test statistic for independence in high dimensional data
• A new test of independence for high-dimensional data
• Data-Driven Rank Tests for Independence
• Inferring the finest pattern of mutual independence from data
• Testing independence in high dimensions using Kendall's tau
• Max-sum test based on Spearman's footrule for high-dimensional independence tests
• Limiting spectral distribution of large dimensional Spearman's rank correlation matrices
• Nonparametric tests of independence based on interpoint distances
• An adaptive test based on Kendall's tau for independence in high dimensions
• Generalized Schott type tests for complete independence in high dimensions

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