Testing for independence in high dimensions based on empirical copulas

DOI10.1214/23-aos2348arXiv2204.01803OpenAlexW4392591462MaRDI QIDQ6192330

Cambyse Pakzad, Axel Bücher

Publication date: 11 March 2024

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

Full work available at URL: https://arxiv.org/abs/2204.01803

zbMATH Keywords

high-dimensional statisticsempirical copula processMoebius transformhigher-order dependenceLancaster interactionrank based inference

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05)

Cites Work

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