A consistent multivariate test of association based on ranks of distances

A consistent multivariate test of association based on ranks of distances

We consider the problem of detecting associations between random vectors of any dimension. Few tests of independence exist that are consistent against all dependent alternatives. We propose a powerful test that is applicable in all dimensions and consistent against all alternatives. The test has a s...

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Veröffentlicht in:Biometrika 2013-06, Vol.100 (2), p.503-510
Hauptverfasser: HELLER, RUTH, HELLER, YAIR, GORFINE, MALKA
Format: Artikel
Sprache:eng
Schlagworte:
Mathematical problems
Miscellanea
Multivariate analysis
Random variables
Studies
Vector space
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Beschreibung
Zusammenfassung:We consider the problem of detecting associations between random vectors of any dimension. Few tests of independence exist that are consistent against all dependent alternatives. We propose a powerful test that is applicable in all dimensions and consistent against all alternatives. The test has a simple form, is easy to implement, and has good power.
ISSN:0006-3444
1464-3510
DOI:10.1093/biomet/ass070