A consistent multivariate test of association based on ranks of distances
classification
📊 stat.ME
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consistenttestalternativesapplicableassociationassociationsconcerneddemonstrate
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We are concerned with the detection of associations between random vectors of any dimension. Few tests of independence exist that are consistent against all dependent alternatives. We propose a powerful test that is applicable in all dimensions and is consistent against all alternatives. The test has a simple form and is easy to implement. We demonstrate its good power properties in simulations and on examples.
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