Independence test in high-dimension using distance correlation and power enhancement technique

DOI10.1080/03610926.2019.1595656OpenAlexW2942938661MaRDI QIDQ5077492

WenWen Guo, YongShuai Chen

Publication date: 18 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1595656

zbMATH Keywords

high-dimensionindependence testdistance correlationpower enhancement technique

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Partial distance correlation with methods for dissimilarities
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• Testing the independence of sets of large-dimensional variables
• Independence test for high dimensional data based on regularized canonical correlation coefficients
• On some test criteria for covariance matrix
• Approximation Theorems of Mathematical Statistics
• Power Enhancement in High-Dimensional Cross-Sectional Tests
• Feature Screening via Distance Correlation Learning
• On the Independence of k Sets of Normally Distributed Statistical Variables
• Testing Mutual Independence in High Dimension via Distance Covariance
• Testing the independence of two random vectors where only one dimension is large
• Multivariate Nonparametric Tests of Independence

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