A consistent multivariate test of association based on ranks of distances

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. Copyright 2013, Oxford University Press.

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Year of publication:	2013
Authors:	Heller, Ruth ; Heller, Yair ; Gorfine, Malka
Published in:	Biometrika. - Biometrika Trust, ISSN 0006-3444. - Vol. 100.2013, 2, p. 503-510
Publisher:	Biometrika Trust

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010683245