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arXiv · 1201.3522

A consistent multivariate test of association based on ranks of distances

Ruth Heller·Yair Heller·Malka Gorfine
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Abstract

We are concerned with the detection of associations between random vectors of any dimension. Few tests of independence exist that are consistent against all dependent alternatives. We propose a powerful test that is applicable in all dimensions and is consistent against all alternatives. The test has a simple form and is easy to implement. We demonstrate its good power properties in simulations and on examples.

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Ruth Heller, Yair Heller, Malka Gorfine. 2012-05-31. A consistent multivariate test of association based on ranks of distances. https://doi.org/10.1093/biomet%2Fass070

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