Distribution-free tests of independence in high dimensions

DOI10.1093/BIOMET/ASX050MaRDI QIDQ5384541zbMATH OpenOpenAlexWikidataFDO

Authors Fang Han, Shizhe Chen, Han Liu

Publication date 24 June 2019

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1410.4179

zbMATH Keywords

Kendall's tauSpearman's rhomutual independencelinear rank statisticGumbel distributionrank-type \(U\)-statistic

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cited in

(40)

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

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