Testing independence in high dimensions

DOI10.1016/0167-7152(91)90166-OzbMath0729.62041MaRDI QIDQ806858

Georg R. Heer

Publication date: 1991

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90166-o

zbMATH Keywords

local alternatives; kernel density estimators; orthogonal series expansion; test for independence; increasing dimension; joint densities; high-dimensional alternative; marginal densities; power investigations; uniformly asymptotically unbiased

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

Related Items

The distance correlation \(t\)-test of independence in high dimension

Cites Work

• Approximations to the distributions of ordered distance random variables
• Cramer-von Mises tests for independence
• A quadratic measure of deviation of two-dimensional density estimates and a test of independence
• Über die Konsistenz einer Schätzung mehrdimensionaler Dichten auf der Basis trigonometrischer Reihen
• Estimation of a multivariate density
• Tests of independence of continuous random variables which guard against special alternatives
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• Distribution-Free Tests of Independence
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