Rank-based combination independence tests for high-dimensional data

DOI10.1016/J.JMVA.2025.105550MaRDI QIDQ6873007zbMATH OpenFDO

Authors Liqi Xia, Rui-Yuan Cao, Jiang Du, Ling Liu

Publication date 19 January 2026

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JMVA.2025.105550

zbMATH Keywords

high-dimensional dataindependence testdistribution-freeSpearman's rank correlation coefficientChatterjee's rank correlation coefficient

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Multivariate analysis (62Hxx)

Cites work

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• Splitting a Single State of a Stationary Process into Markovian States
• Testing for complete independence in high dimensions
• Testing independence in high dimensions using Kendall's tau
• Testing independence in high dimensions with sums of rank correlations
• Testing mutual independence in high dimension via distance covariance
• Tests for high-dimensional covariance matrices
• The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization

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