A consistent multivariate test of association based on ranks of distances
成果类型：
Article
署名作者：
Heller, Ruth; Heller, Yair; Gorfine, Malka
署名单位：
Tel Aviv University; Technion Israel Institute of Technology
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/ass070
发表日期：
2013
页码：
503510
关键词：
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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