A consistent multivariate test of association based on ranks of distances

作者：Heller, Ruth^*; Heller, Yair; Gorfine, Malka

来源：Biometrika, 2013, 100(2): 503-510.

DOI：10.1093/biomet/ass070

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

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.

• 出版日期2013-6