Rank-based indices for testing independence between two high-dimensional vectors

DOI10.1214/23-aos2339MaRDI QIDQ6192324

Kai Xu, Yeqing Zhou, Run-Ze Li, Li-ping Zhu

Publication date: 11 March 2024

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

Full work available at URL: https://projecteuclid.org/journals/annals-of-statistics/volume-52/issue-1/Rank-based-indices-for-testing-independence-between-two-high-dimensional/10.1214/23-AOS2339.full

zbMATH Keywords

degenerate \(U\)-statisticsHoeffding's \(D\)Bergsma-Dassios-Yanagimoto's \(\tau^\ast \)Blum-Kiefer-Rosenblatt's \(R\)

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Unnamed Item
• Unnamed Item
• Measuring and testing dependence by correlation of distances
• A new coefficient of correlation
• Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
• The distance correlation \(t\)-test of independence in high dimension
• Testing block-diagonal covariance structure for high-dimensional data under non-normality
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Spectral statistics of large dimensional Spearman's rank correlation matrix and its application
• Testing independence in high dimensions with sums of rank correlations
• Measuring and testing for interval quantile dependence
• High-dimensional consistent independence testing with maxima of rank correlations
• Distance-based and RKHS-based dependence metrics in high dimension
• Asymptotic distributions of high-dimensional distance correlation inference
• A new framework for distance and kernel-based metrics in high dimensions
• On universally consistent and fully distribution-free rank tests of vector independence
• Adaptive test of independence based on HSIC measures
• Tracy-Widom limit for Kendall's tau
• Testing for independence of large dimensional vectors
• Independence test for high dimensional data based on regularized canonical correlation coefficients
• A consistent test of independence based on a sign covariance related to Kendall's tau
• On measures of association and a related problem
• From Distance Correlation to Multiscale Graph Correlation
• Symmetric rank covariances: a generalized framework for nonparametric measures of dependence
• Model-Free Feature Screening for Ultrahigh Dimensional Data through a Modified Blum-Kiefer-Rosenblatt Correlation
• Testing Mutual Independence in High Dimension via Distance Covariance
• Interpoint-ranking sign covariance for the test of independence
• Power Analysis of Projection-Pursuit Independence Tests
• On the power of Chatterjee’s rank correlation
• Multi-scale Fisher’s independence test for multivariate dependence
• BET on Independence
• Distribution-free tests of independence in high dimensions
• Projection correlation between two random vectors
• A consistent multivariate test of association based on ranks of distances
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• A NEW MEASURE OF RANK CORRELATION
• A Non-Parametric Test of Independence
• Nonparametric independence testing via mutual information
• Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs
• The Binary Expansion Randomized Ensemble Test
• Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances
• Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation