Optimal rates for independence testing via $U$-statistic permutation tests

DOI10.48550/arXiv.2001.05513zbMath1504.62060arXiv2001.05513OpenAlexW3213451519MaRDI QIDQ130903

Ioannis Kontoyiannis, Richard J. Samworth, Thomas B. Berrett, Richard J. Samworth, Ioannis Kontoyiannis, Thomas B. Berrett

Publication date: 15 January 2020

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.05513

zbMATH Keywords

Stein's methodpermutation testsU-statisticsminimax separation ratesindependence testing\(U\)-statistic permutation (USP) test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Measures of association (correlation, canonical correlation, etc.) (62H20) Minimax procedures in statistical decision theory (62C20) Nonparametric statistical resampling methods (62G09)

Related Items (6)

Minimax optimality of permutation tests ⋮ Adaptive test of independence based on HSIC measures ⋮ The Binary Expansion Randomized Ensemble Test ⋮ Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient ⋮ On universally consistent and fully distribution-free rank tests of vector independence ⋮ USP

Uses Software

• R
• copula
• energy
• AS 159
• copula
• dHSIC
• GeneralisedCovarianceMeasure
• IndepTest

Cites Work

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