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Distribution-free tests of independence in high dimensions
We consider the testing of mutual independence among all entries in a [Formula: see text]-dimensional random vector based on [Formula: see text] independent observations. We study two families of distribution-free test statistics, which include Kendall’s tau and Spearman’s rho as important examples....
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| Publicado no: | Biometrika |
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| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Oxford University Press
2017
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5793489/ https://ncbi.nlm.nih.gov/pubmed/29430039 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biomet/asx050 |
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