Power Analysis of Projection-Pursuit Independence Tests

DOI10.5705/ss.202019.0457OpenAlexW3177030861MaRDI QIDQ5037833

Kai Xu, Li-ping Zhu

Publication date: 4 March 2022

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202019.0457

zbMATH Keywords

robustnesspower functionindependence testdistance correlationminimax optimalityprojection correlation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

A robust permutation test for Kendall's tau ⋮ Projection divergence in the reproducing kernel Hilbert space: asymptotic normality, block-wise and slicing estimation, and computational efficiency ⋮ Rank-based indices for testing independence between two high-dimensional vectors

Uses Software

• MNM
• bootlib

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Measuring and testing dependence by correlation of distances
• Ball Covariance: A Generic Measure of Dependence in Banach Space
• Equivalence of distance-based and RKHS-based statistics in hypothesis testing
• A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
• The distance correlation \(t\)-test of independence in high dimension
• Brownian distance covariance
• Multivariate nonparametric methods with R. An approach based on spatial signs and ranks.
• Non-asymptotic minimax rates of testing in signal detection
• A consistent test of independence based on a sign covariance related to Kendall's tau
• A multivariate nonparametric test of independence
• From Distance Correlation to Multiscale Graph Correlation
• On the Independence of k Sets of Normally Distributed Statistical Variables
• Testing Mutual Independence in High Dimension via Distance Covariance
• Projection correlation between two random vectors
• Algorithmic Learning Theory
• A consistent multivariate test of association based on ranks of distances
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing
• Multivariate Nonparametric Tests of Independence
• RELATIONS BETWEEN TWO SETS OF VARIATES
• A Non-Parametric Test of Independence

This page was built for publication: Power Analysis of Projection-Pursuit Independence Tests