A consistent multivariate test of association based on ranks of distances

Ruth Heller; Yair Heller; Malka Gorfine

doi:10.1093/biomet/ass070

A consistent multivariate test of association based on ranks of distances

Ruth Heller, Yair Heller, Malka Gorfine

School of Mathematical Sciences

Research output: Contribution to journal › Article › peer-review

Abstract

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.

Original language	English
Pages (from-to)	503-510
Number of pages	8
Journal	Biometrika
Volume	100
Issue number	2
DOIs	https://doi.org/10.1093/biomet/ass070
State	Published - Jun 2013

Keywords

High-dimensional response
Independence test
Multivariate data
Random vector

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10.1093/biomet/ass070

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A consistent multivariate test of association based on ranks of distances

Abstract

Keywords

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