On some exact distribution-free tests of independence between two random vectors of arbitrary dimensions

DOI10.1016/j.jspi.2016.02.007zbMath1341.62144OpenAlexW2298977872MaRDI QIDQ282902

Soham Sarkar, Munmun Biswas, Anil Kumar Ghosh

Publication date: 12 May 2016

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2016.02.007

zbMATH Keywords

distance correlationedge weighted graphlevel and power of a testminimal spanning treePrim's algorithm

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (6)

Symmetrical independence tests for two random vectors with arbitrary dimensional graphs ⋮ Tests of mutual independence among several random vectors using univariate and multivariate ranks of nearest neighbours ⋮ Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation ⋮ On some consistent tests of mutual independence among several random vectors of arbitrary dimensions ⋮ Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors ⋮ Some new copula based distribution-free tests of independence among several random variables

Uses Software

• MNM
• nbpMatching

Cites Work

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• A consistent multivariate test of association based on ranks of distances
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• Multivariate Nonparametric Tests of Independence
• A Non-Parametric Test of Independence
• On a Measure of Dependence Between two Random Variables

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