کد مقاله کد نشریه سال انتشار مقاله انگلیسی ترجمه فارسی نسخه تمام متن
4949190 1364221 2018 10 صفحه PDF ندارد دانلود رایگان
عنوان انگلیسی مقاله
Testing independence in high dimensions using Kendall’s tau
ترجمه فارسی عنوان
آزمون استقلال در ابعاد بزرگ با استفاده از تاو Kendalls
کلمات کلیدی
ابعاد بزرگ؛ آزمون استقلال؛ تاو Kendalls؛ همبستگی رتبه؛
High dimensions; Independence test; Kendall’s tau; Rank correlation;
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
چکیده انگلیسی

To check the total independence of a random vector without Gaussian assumption in high dimensions, Leung and Drton (forthcoming) recently developed a test by virtue of pairwise Kendall’s taus. However, as their simulation shows, the test suffers from noticeable size distortion when the sample size is small. The present paper provides a theoretical explanation about this phenomenon, and accordingly proposes a new test. The new test can be justified when both the dimension and the sample size go to infinity simultaneously, and moreover, it can be even justified when the dimension tends to infinity but the sample size is fixed, which implies that the test can perform well in the cases of small sample size. Simulation studies confirm the theoretical findings, and show that the newly proposed test can bring remarkable improvement. To illustrate the use of the new test, a real data set is also analyzed.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 117, January 2018, Pages 128-137
نویسندگان
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