Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics
DOI10.1214/24-AOS2361zbMATH Open1539.6215MaRDI QIDQ6550967
Patrick Bastian, Holger Dette, Johannes Heiny
Publication date: 5 June 2024
Published in: The Annals of Statistics (Search for Journal in Brave)
bootstrap\(U\)-statisticsGaussian approximationminimax optimalityindependence testingrelevant association
Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05) Measures of association (correlation, canonical correlation, etc.) (62H20) Minimax procedures in statistical decision theory (62C20) Bootstrap, jackknife and other resampling methods (62F40)
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