A consistent multivariate test of association based on ranks of distances

被引：154

作者：

Heller, Ruth ^{[1
]}

Heller, Yair ^{[2
]}

Gorfine, Malka ^{[2
]}

机构：

[1] Tel Aviv Univ, Sch Math Sci, IL-6997801 Tel Aviv, Israel

[2] Technion Israel Inst Technol, William Davidson Fac Ind Engn & Management, IL-32000 Haifa, Israel

来源：

BIOMETRIKA | 2013年 / 100卷 / 02期

关键词：

High-dimensional response; Independence test; Multivariate data; Random vector;

D O I：

10.1093/biomet/ass070

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

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.

引用

页码：503 / 510

页数：8

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