Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors

Angshuman Roy and Anil K. Ghosh

Statistics & Probability Letters, 2020, vol. 164, issue C

Abstract: We use the ideas of maximum mean discrepancy and ranks of nearest neighbors to propose some tests of independence among multiple random vectors of arbitrary dimensions. Numerical studies demonstrate that proposed tests can outperform the existing tests in various examples.

Keywords: Gaussian kernel; Maximum mean discrepancy; Nearest neighbors; Permutation test (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1016/j.spl.2020.108793

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