A consistent multivariate test of association based on ranks of distances
Methodology
2013-08-08 v3
Abstract
We are concerned with the detection of 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 is consistent against all alternatives. The test has a simple form and is easy to implement. We demonstrate its good power properties in simulations and on examples.
Keywords
Cite
@article{arxiv.1201.3522,
title = {A consistent multivariate test of association based on ranks of distances},
author = {Ruth Heller and Yair Heller and Malka Gorfine},
journal= {arXiv preprint arXiv:1201.3522},
year = {2013}
}