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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....
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Oxford University Press
2017
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5793489/ https://www.ncbi.nlm.nih.gov/pubmed/29430039 http://dx.doi.org/10.1093/biomet/asx050 |