A distribution-free test of independence based on mean variance index
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DOI: 10.1016/j.csda.2019.05.004
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References listed on IDEAS
- Hengjian Cui & Runze Li & Wei Zhong, 2015. "Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(510), pages 630-641, June.
- Ruth Heller & Yair Heller & Malka Gorfine, 2013. "A consistent multivariate test of association based on ranks of distances," Biometrika, Biometrika Trust, vol. 100(2), pages 503-510.
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Cited by:
- Xin Dang & Dao Nguyen & Yixin Chen & Junying Zhang, 2021. "A new Gini correlation between quantitative and qualitative variables," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(4), pages 1314-1343, December.
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Keywords
Asymptotic null distribution; Cramér–von Mises distance; Conditional distribution function; Mean variance index; Test of independence;All these keywords.
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