Testing Mutual Independence in High Dimension via Distance Covariance
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Publication:4962074
DOI10.1111/rssb.12259zbMath1398.62151arXiv1609.09380OpenAlexW2527026828MaRDI QIDQ4962074
Shun Yao, Xianyang Zhang, Xiao-Feng Shao
Publication date: 30 October 2018
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.09380
high dimensionalitydistance correlationHoeffding decompositiondegenerate U-statisticsbanded dependence
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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