User: Guest  Login
Document type:
Zeitschriftenaufsatz 
Author(s):
Shi, Hongjian; Drton, Mathias; Han, Fang 
Title:
Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs 
Abstract:
This article investigates the problem of testing independence of two random vectors of general dimensions. For this, we give for the first time a distribution-free consistent test. Our approach combines distance covariance with the center-outward ranks and signs developed by Marc Hallin and collaborators. In technical terms, the proposed test is consistent and distribution-free in the family of multivariate distributions with nonvanishing (Lebesgue) probability densities. Exploiting the (degener...    »
 
Keywords:
Center-outward ranks and signs, Combinatorial noncentral limit theorem, Degenerate U-statistics, Distance covariance, Independence test 
Dewey Decimal Classification:
510 Mathematik 
Journal title:
Journal of the American Statistical Association 
Year:
2020 
Year / month:
2020-08 
Quarter:
3. Quartal 
Month:
Aug 
Pages contribution:
1-16 
Language:
en 
Publisher:
Informa UK Limited 
Print-ISSN:
0162-1459 
E-ISSN:
1537-274X 
Notes:
Accepted author version posted online: 30 Jun 2020 
Accepted:
09.06.2020 
Date of publication:
18.08.2020 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text