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Titel:

Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Shi, Hongjian; Drton, Mathias; Han, Fang
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...     »
Stichworte:
Center-outward ranks and signs, Combinatorial noncentral limit theorem, Degenerate U-statistics, Distance covariance, Independence test
Dewey Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
Journal of the American Statistical Association
Jahr:
2022
Band / Volume:
117
Jahr / Monat:
2022-04
Quartal:
2. Quartal
Monat:
Apr
Heft / Issue:
537
Seitenangaben Beitrag:
395-410
Sprache:
en
Volltext / DOI:
doi:10.1080/01621459.2020.1782223
Verlag / Institution:
Informa UK Limited
Print-ISSN:
0162-1459
E-ISSN:
0162-14591537-274X
Hinweise:
Published online: 18 Aug 2020
Angenommen (von Zeitschrift):
09.06.2020
Publikationsdatum:
18.08.2020
Semester:
SS 20
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik
Format:
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