A new test of independence for high-dimensional data

被引:18
|
作者
Mao, Guangyu [1 ]
机构
[1] Beijing Jiaotong Univ, Sch Econ & Management, Beijing 100044, Peoples R China
关键词
High dimension; Independence test; MATRICES;
D O I
10.1016/j.spl.2014.05.024
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This paper proposes a new statistic to test independence of high-dimensional data. The simulation results suggest that the performance of the test based on our statistic is comparable to the existing ones, and under some circumstances it may have higher power. Therefore, the new statistic can be employed in practice as an alternative choice. (C) 2014 Elsevier B.V. All rights reserved.
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页码:14 / 18
页数:5
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