Distribution-free tests of independence in high dimensions

Cited In (39)

Measures of conditional dependence for nonlinearity, asymmetry and beyond
Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications
BET on independence
A new test of independence for high-dimensional data
Likelihood ratio tests under model misspecification in high dimensions
Statistical Inferences for Complex Dependence of Multimodal Imaging Data
A nonuniform bound to an independent test in high dimensional data analysis via Stein's method
A robust permutation test for Kendall's tau
An extreme-value approach for testing the equality of large U-statistic based correlation matrices
A note on testing complete independence for high dimensional data
Kronecker delta method for testing independence between two vectors in high-dimension
A new method of testing mutual independence
Distance correlation test for high-dimensional independence
Maximum pairwise Bayes factors for covariance structure testing
High-dimensional consistent independence testing with maxima of rank correlations
Testing independence with high-dimensional correlated samples
Max-sum test based on Spearman's footrule for high-dimensional independence tests
Limiting spectral distribution of large dimensional Spearman's rank correlation matrices
Comparing a large number of multivariate distributions
Rank-based indices for testing independence between two high-dimensional vectors
Testing for independence in high dimensions based on empirical copulas
Rank-based max-sum tests for mutual independence of high-dimensional random vectors
The Binary Expansion Randomized Ensemble Test
Maximum interpoint distance of high-dimensional random vectors
Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics
Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient
A survey of some recent developments in measures of association
A new coefficient of correlation
The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
Hypothesis Tests for Structured Rank Correlation Matrices
Nonparametric tests of independence based on interpoint distances
A general approach for testing independence in Hilbert spaces
An adaptive test based on Kendall's tau for independence in high dimensions
Penalized Independence Rule for Testing High-Dimensional Hypotheses
High-dimensional proportionality test of two covariance matrices and its application to gene expression data
Randomized incomplete \(U\)-statistics in high dimensions
Point process convergence for symmetric functions of high-dimensional random vectors
Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics
On universally consistent and fully distribution-free rank tests of vector independence

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