Title

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

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