Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs
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DOI: 10.1080/01621459.2020.1782223
Abstract: This article investigates the problem of testing independence of two random vectors of general dimensions. For this, we give for the first time a distribution-free consistent test. Our approach com... read more here.
Keywords: independence tests; free consistent; distribution free; consistent independence ... See more keywords