Testing independence in high dimensions
Let \((X_ 0,Y_ 0),...,(X_ n,Y_ n)\) be independent copies of some bivariate random vector (X,Y). Denote with \(f_ n\) and \(f^ 1_ n,f^ 2_ n\) bivariate and marginal kernel density estimators of the joint and marginal densities, respectively, computed from \((X_ i,Y_ i)\), \(1\leq i\leq n.\) A test for independence of X and Y is proposed which is based on a comparison of \(f_ n(X_ 0,Y_ 0)\) and \(f^ 1_ n(X_ 0)f^ 2_ n(Y_ 0)\). The paper also contains some power investigations for certain local alternatives which may be expressed in terms of densities.
- 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
- scientific article; zbMATH DE number 3862231 (Why is no real title available?)
- 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?)
- Tests of independence of continuous random variables which guard against special alternatives
- Über die Konsistenz einer Schätzung mehrdimensionaler Dichten auf der Basis trigonometrischer Reihen
- A test for independence of two multivariate samples
- Fourier methods for testing multivariate independence
- Testing independence by nonparametric kernel method
- Testing independence in high dimensions using Kendall's tau
- Conditional mean and quantile dependence testing in high dimension
- Testing independence in high dimensions with sums of rank correlations
- Testing for independence in lattice distributions.
- Testing independence of random vectors by inverse regressions
- A note on testing independence by a copula-based order selection approach
- An independence test based on recurrence rates
- Testing for independence of large dimensional vectors
- A new test of independence for bivariate observations
- Approximating the null distribution of a class of statistics for testing independence
- Measuring independence of datasets
- Consistent nonparametric tests of independence
- Penalized Independence Rule for Testing High-Dimensional Hypotheses
- Minimax testing for the independence hypothesis for ellipsoids in \(l_ p\)
- scientific article; zbMATH DE number 3909518 (Why is no real title available?)
- The distance correlation \(t\)-test of independence in high dimension
- A new test of independence for high-dimensional data
- Some blum-kiefer-rosenblatt type tests for the joint independence of variables
- A consistent specification test of independence
- scientific article; zbMATH DE number 1143935 (Why is no real title available?)
- A Consistent Test for Bivariate Dependence
- Testing independence based on Bernstein empirical copula and copula density
- A note on a specification test of independence.
- Testing for independence in high dimensions based on empirical copulas
- Asymptotically minimax test of independence
- A note on testing complete independence for high dimensional data
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