Testing independence in high dimensions with sums of rank correlations

DOI10.1214/17-AOS1550zbMath1415.62038arXiv1501.01732OpenAlexW2963530010WikidataQ57566346 ScholiaQ57566346MaRDI QIDQ1747739

Xianqiang Yang

Publication date: 27 April 2018

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

Full work available at URL: https://arxiv.org/abs/1501.01732

zbMATH Keywords

independenceU-statisticshigh-dimensional statisticsrank correlationsminimax optimalitymartingale central limit theorem

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Martingales with continuous parameter (60G44)

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Uses Software

• MNM

Cites Work

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