Testing independence in high dimensions

DOI10.1016/0167-7152(91)90166-OMaRDI QIDQ806858zbMATH OpenOpenAlexFDO

Authors 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

increasing dimensionlocal alternativeskernel density estimatorstest for independencejoint densitieshigh-dimensional alternativemarginal densitiesorthogonal series expansionpower investigationsuniformly asymptotically unbiased

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

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• scientific article; zbMATH DE number 192974 (Why is no real title available?)
• scientific article; zbMATH DE number 194287 (Why is no real title available?)
• scientific article; zbMATH DE number 3556932 (Why is no real title available?)
• scientific article; zbMATH DE number 3434930 (Why is no real title available?)
• A quadratic measure of deviation of two-dimensional density estimates and a test of independence
• Approximations to the distributions of ordered distance random variables
• Cramer-von Mises tests for independence
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• Distribution-Free Tests of Independence
• Estimation of a multivariate density
• Tests of independence of continuous random variables which guard against special alternatives
• Über die Konsistenz einer Schätzung mehrdimensionaler Dichten auf der Basis trigonometrischer Reihen

Cited in

(24)

• A new test of independence for high-dimensional data
• Testing for independence of large dimensional vectors
• A note on testing complete independence for high dimensional data
• scientific article; zbMATH DE number 3909518 (Why is no real title available?)
• Testing independence in high dimensions with sums of rank correlations
• Testing independence in high dimensions using Kendall's tau
• Fourier methods for testing multivariate independence
• Testing independence based on Bernstein empirical copula and copula density
• Consistent nonparametric tests of independence
• A note on a specification test of independence.
• Testing for independence in high dimensions based on empirical copulas
• Approximating the null distribution of a class of statistics for testing independence
• A test for independence of two multivariate samples
• Conditional mean and quantile dependence testing in high dimension
• Testing for independence in lattice distributions.
• An independence test based on recurrence rates
• A note on testing independence by a copula-based order selection approach
• The distance correlation \(t\)-test of independence in high dimension
• Asymptotically minimax test of independence
• Minimax testing for the independence hypothesis for ellipsoids in \(l_ p\)
• Testing independence of random vectors by inverse regressions
• Penalized Independence Rule for Testing High-Dimensional Hypotheses
• A new test of independence for bivariate observations
• Measuring independence of datasets

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