Adaptive test of independence based on HSIC measures
Author:
Affiliation:
1. Institut de Mathématiques de Toulouse; UMR 5219 Université de Toulouse; CNRS, INSA
2. CEA, DES, IRESNE, DER, Cadarache Center and Institut de Mathématiques de Toulouse; UMR 5219 Université de Toulouse; CNRS
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference54 articles.
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3. Székely, G. J. and Rizzo, M. L. (2013). The distance correlation t-test of independence in high dimension. J. Multivariate Anal. 117 193–213.
4. Székely, G. J., Rizzo, M. L. and Bakirov, N. K. (2007). Measuring and testing dependence by correlation of distances. Ann. Statist. 35 2769–2794.
5. Weihs, L., Drton, M. and Meinshausen, N. (2018). Symmetric rank covariances: A generalized framework for nonparametric measures of dependence. Biometrika 105 547–562.
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