A consistent multivariate test of association based on ranks of distances
BIOMETRIKA(2013)
摘要
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.
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关键词
High-dimensional response,Independence test,Multivariate data,Random vector
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