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Consistent distribution-free $K$-sample and independence tests for univariate random variables
Journal of Machine Learning Research, (2016)
EI
Abstract
A popular approach for testing if two univariate random variables are statistically independent consists of partitioning the sample space into bins, and evaluating a test statistic on the binned data. The partition size matters, and the optimal partition size is data dependent. While for detecting simple relationships coarse partitions ...More
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