Adapts martingale MMD ideas to produce self-normalised HSIC variants that converge to N(0,1) under independence, enabling fast non-permutation tests for joint independence.
Journal of the Royal Statistical Society, Series B , volume =
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A Martingale Kernel Independence Test
Adapts martingale MMD ideas to produce self-normalised HSIC variants that converge to N(0,1) under independence, enabling fast non-permutation tests for joint independence.