The Binary Expansion Randomized Ensemble Test

DOI10.5705/SS.202021.0100arXiv1912.03662OpenAlexW4211125829MaRDI QIDQ6069482FDOQ6069482

Authors: Kai Zhang, Michael R. Kosorok 

Publication date: 14 November 2023

Published in: STATISTICA SINICA (Search for Journal in Brave)

Abstract: Recently, the binary expansion testing framework was introduced to test the independence of two continuous random variables by utilizing symmetry statistics that are complete sufficient statistics for dependence. We develop a new test based on an ensemble approach that uses the sum of squared symmetry statistics and distance correlation. Simulation studies suggest that this method improves the power while preserving the clear interpretation of the binary expansion testing. We extend this method to tests of independence of random vectors in arbitrary dimension. Through random projections, the proposed binary expansion randomized ensemble test transforms the multivariate independence testing problem into a univariate problem. Simulation studies and data example analyses show that the proposed method provides relatively robust performance compared with existing methods.

Full work available at URL: https://arxiv.org/abs/1912.03662

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zbMATH Keywords

multiple testingmultivariate analysisbinary expansionnonparametric test of independencemonparametric inference

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited In (1)

• Rank-based indices for testing independence between two high-dimensional vectors

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