Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors
Article Type
Research Article
Publication Title
Statistics and Probability Letters
Abstract
We use the ideas of maximum mean discrepancy and ranks of nearest neighbors to propose some tests of independence among multiple random vectors of arbitrary dimensions. Numerical studies demonstrate that proposed tests can outperform the existing tests in various examples.
DOI
10.1016/j.spl.2020.108793
Publication Date
9-1-2020
Recommended Citation
Roy, Angshuman and Ghosh, Anil K., "Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors" (2020). Journal Articles. 156.
https://digitalcommons.isical.ac.in/journal-articles/156
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