The Chi-Square Test of Distance Correlation

DOI10.1080/10618600.2021.1938585MaRDI QIDQ5083373OpenAlexFDO

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

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• From Distance Correlation to Multiscale Graph Correlation
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• Large-scale kernel methods for independence testing
• Measuring and testing dependence by correlation of distances
• Measuring nonlinear dependence in time-series, a distance correlation approach
• Partial distance correlation with methods for dissimilarities
• Rejoinder: ``Brownian distance covariance
• Testing independence for multivariate time series via the auto-distance correlation matrix
• The distance correlation \(t\)-test of independence in high dimension
• The exact equivalence of distance and kernel methods in hypothesis testing

Cited in

(4)

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

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