Adaptive test of independence based on HSIC measures

DOI10.1214/21-AOS2129zbMath1486.62125arXiv1902.06441MaRDI QIDQ2131258

Béatrice Laurent, Anouar Meynaoui, Mélisande Albert, Amandine Marrel

Publication date: 25 April 2022

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

Full work available at URL: https://arxiv.org/abs/1902.06441

zbMATH Keywords

permutation methodsHilbert-Schmidt independence criterionaggregated testsnon-asymptotic minimax and adaptive testsnonparametric test of independenceuniform separation rates

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Related Items (6)

A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families ⋮ Generalization of the HSIC and distance covariance using PDI kernels ⋮ Hasimoto frames and the Gibbs measure of the periodic nonlinear Schrödinger equation ⋮ A Kernel Log-Rank Test of Independence for Right-Censored Data ⋮ Rank-based indices for testing independence between two high-dimensional vectors ⋮ Local permutation tests for conditional independence

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