Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
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Publication:6107200
DOI10.1080/01621459.2021.1923508zbMath1514.62089arXiv1909.08733MaRDI QIDQ6107200
Publication date: 3 July 2023
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.08733
multivariate ranksdistance covarianceenergy distanceconsistency against fixed alternativesasymptotic null distributiondistribution-free inferencequasi-Monte Carlo sequencesmultivariate two-sample testingStein's method for exchangeable pairstesting for mutual independence
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The Binary Expansion Randomized Ensemble Test ⋮ Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA ⋮ An Improved Central Limit Theorem and Fast Convergence Rates for Entropic Transportation Costs ⋮ Fisher-Pitman Permutation Tests Based on Nonparametric Poisson Mixtures with Application to Single Cell Genomics ⋮ Dimension-agnostic inference using cross U-statistics ⋮ Rank-based indices for testing independence between two high-dimensional vectors ⋮ On Azadkia-Chatterjee's conditional dependence coefficient ⋮ Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient ⋮ On universally consistent and fully distribution-free rank tests of vector independence ⋮ Entropic optimal transport: geometry and large deviations ⋮ Rank-based testing for semiparametric VAR models: a measure transportation approach
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