Article ID Journal Published Year Pages File Type
1151499 Statistics & Probability Letters 2014 5 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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