The distance correlation t-test of independence in high dimension

By G'abor J. Sz'ekely, Maria L. Rizzo. 2013

363 citations recorded by the source corpus.

Subfields: Mathematical Physics, Statistics and Probability

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Citations in the corpus

On the Decreasing Power of Kernel and Distance Based Nonparametric Hypothesis Tests in High Dimensions (2014, methodology): “On a similar note, (Sz´ekely and Rizzo 2013) note that even when P, Q are independent, if n is ﬁxed and d → ∞ then the biased dCor → 1 .”
On the High Dimensional Power of a Linear-Time Two Sample Test under Mean-shift Alternatives (2015, background): “We note that Székely & Rizzo (2013) makes a more restrictive assumption of independent coordinates, while Assumption (a) in Bai & Saranadasa (1996) and Eq.”
Energy statistics: A class of statistics based on distances (2013, methodology): “In addition, for high dimensional problems, one can apply an alternate type of correction for bias and obtain a distance correlation t-test of independence (Székely and Rizzo, 2013).”
Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs (2019, background): “Definition 1 in Székely and Rizzo (2013), Equation (3.2) in Székely and Rizzo (2014), Definition 5.3 (Ustatistic) in Jakobsen (2017), and Definition 3.2 are equivalent.”
Nonparametric independence testing via mutual information (2017, background): “This concept has also been studied in high dimensions (Székely and Rizzo, 2013; Yao, Zhang and Shao, 2017), and for testing independence of several random vectors (Fan et al.”
Partial Distance Correlation with Methods for Dissimilarities (2013, neutral): “A high-dimensional distance correlation t -test of independence was introduced by Székely and Rizzo [32]; the tests are implemented as dcov.test and dcor.ttest , respectively, in the energy package (Rizzo and Székely [25]) for R (R Core Team [22]).”
The affinely invariant distance correlation (2012, neutral): “[7] and Székely and Rizzo [22].”
On the High-dimensional Power of Linear-time Kernel Two-Sample Testing under Mean-difference Alternatives (2014, background): “We note that Székely & Rizzo (2013) makes a more restrictive assumption of independent coordinates, while Assumption (a) in Bai & Saranadasa (1996) and Eq.”