Testing independence between high-dimensional random vectors using rank-based max-sum tests
From MaRDI portal
Cites work
- A Class of Statistics with Asymptotically Normal Distribution
- A consistent multivariate test of association based on ranks of distances
- A consistent test of independence based on a sign covariance related to Kendall's tau
- A new framework for distance and kernel-based metrics in high dimensions
- A NEW MEASURE OF RANK CORRELATION
- A Non-Parametric Test of Independence
- An adaptive two-sample test for high-dimensional means
- Asymptotic Distribution-Free Independence Test for High-Dimension Data
- Asymptotic distributions of high-dimensional distance correlation inference
- Asymptotic independence of the sum and maximum of dependent random variables with applications to high-dimensional tests
- Asymptotically independent U-statistics in high-dimensional testing
- Computationally efficient and data-adaptive changepoint inference in high dimension
- Consistent nonparametric tests of independence
- Distance-based and RKHS-based dependence metrics in high dimension
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs
- Distribution-free tests of independence in high dimensions
- Equivalence of distance-based and RKHS-based statistics in hypothesis testing
- Fisher’s Combined Probability Test for High-Dimensional Covariance Matrices
- High-dimensional consistent independence testing with maxima of rank correlations
- Independence tests with random subspace of two random vectors in high dimension
- Kernel methods for measuring independence
- Large Deviations and Bahadur Efficiency of Linear Rank Statistics
- Max-sum test based on Spearman's footrule for high-dimensional independence tests
- Max-sum tests for cross-sectional independence of high-dimensional panel data
- Measures of dependence for the multivariate t distribution with applications to the stock market
- Measuring and testing dependence by correlation of distances
- Measuring multivariate association and beyond
- Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
- Projection correlation between two random vectors
- Rank based tests for high dimensional white noise
- Rank-based indices for testing independence between two high-dimensional vectors
- Rank-based max-sum tests for mutual independence of high-dimensional random vectors
- Robust multivariate nonparametric tests via projection averaging
- Simultaneous Detection of Signal Regions Using Quadratic Scan Statistics With Applications to Whole Genome Association Studies
- Statistical foundations of data science
- Testing independence in high dimensions with sums of rank correlations
- Tests for \(m\)-dependence based on sample splitting methods
- The distance correlation \(t\)-test of independence in high dimension
- Two-Sample Test of High Dimensional Means Under Dependence
This page was built for publication: Testing independence between high-dimensional random vectors using rank-based max-sum tests
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7251122)