A consistent multivariate test of association based on ranks of distances

Ruth Heller, Yair Heller, Malka Gorfine

Research output: Contribution to journalArticlepeer-review

127 Scopus citations

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 languageEnglish
Pages (from-to)503-510
Number of pages8
JournalBiometrika
Volume100
Issue number2
DOIs
StatePublished - Jun 2013
Externally publishedYes

Keywords

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

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