Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151499 | Statistics & Probability Letters | 2014 | 5 Pages |
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
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Guangyu Mao,