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

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

140 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 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
Externally published	Yes

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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