A new test of independence for high-dimensional data

Guangyu Mao

Statistics & Probability Letters, 2014, vol. 93, issue C, 14-18

Abstract: This paper proposes a new statistic to test independence of high-dimensional data. The simulation results suggest that the performance of the test based on our statistic is comparable to the existing ones, and under some circumstances it may have higher power. Therefore, the new statistic can be employed in practice as an alternative choice.

Keywords: High dimension; Independence test (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spl.2014.05.024

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