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
Online-Zugang:	Volltext
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