The Chi-Square Test of Distance Correlation

DOI10.1080/10618600.2021.1938585OpenAlexW3167888193MaRDI QIDQ5083373FDOQ5083373

Authors: Cencheng Shen, Sambit Panda, Joshua T. Vogelstein 

Publication date: 22 June 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.12150

zbMATH Keywords

nonparametric testtesting independencecentered chi-squared distributionunbiased distance covariance

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Measuring and testing dependence by correlation of distances
• Equivalence of distance-based and RKHS-based statistics in hypothesis testing
• Partial distance correlation with methods for dissimilarities
• Distance covariance in metric spaces
• Feature screening via distance correlation learning
• Conditional Distance Correlation
• A consistent multivariate test of association based on ranks of distances
• Hierarchical clustering via joint between-within distances: extending Ward's minimum variance method
• Consistent nonparametric tests of independence
• Measuring nonlinear dependence in time-series, a distance correlation approach
• The distance correlation \(t\)-test of independence in high dimension
• DISCO analysis: A nonparametric extension of analysis of variance
• A fast algorithm for computing distance correlation
• Large-scale kernel methods for independence testing
• Consistent distribution-free \(K\)-sample and independence tests for univariate random variables
• Rejoinder: ``Brownian distance covariance
• Kernel methods for measuring independence
• Testing independence for multivariate time series via the auto-distance correlation matrix
• An iterative approach to distance correlation-based sure independence screening
• The exact equivalence of distance and kernel methods in hypothesis testing
• From Distance Correlation to Multiscale Graph Correlation

Cited In (4)

• A nonparametric test for comparing survival functions based on restricted distance correlation
• Synergistic graph fusion via encoder embedding
• Projection divergence in the reproducing kernel Hilbert space: asymptotic normality, block-wise and slicing estimation, and computational efficiency
• Universally consistent \(\mathrm{K}\)-sample tests via dependence measures

This page was built for publication: The Chi-Square Test of Distance Correlation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5083373)