A new flexible class of kernel-based tests of independence
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866929218247458816 |
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| author | Cuparić, Marija Ebner, Bruno Milošević, Bojana |
| author_facet | Cuparić, Marija Ebner, Bruno Milošević, Bojana |
| contents | Spherical and hyperspherical data are commonly encountered in diverse applied research domains, underscoring the vital task of assessing independence within such data structures. In this context, we investigate the properties of test statistics relying on distance correlation measures originally introduced for the energy distance, and generalize the concept to strongly negative definite kernel-based distances. An important benefit of employing this method lies in its versatility across diverse forms of directional data, enabling the examination of independence among vectors of varying types. The applicability of tests is demonstrated on several real datasets. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2401_11540 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A new flexible class of kernel-based tests of independence Cuparić, Marija Ebner, Bruno Milošević, Bojana Methodology Statistics Theory 62H11, 62H15, 62H20 Spherical and hyperspherical data are commonly encountered in diverse applied research domains, underscoring the vital task of assessing independence within such data structures. In this context, we investigate the properties of test statistics relying on distance correlation measures originally introduced for the energy distance, and generalize the concept to strongly negative definite kernel-based distances. An important benefit of employing this method lies in its versatility across diverse forms of directional data, enabling the examination of independence among vectors of varying types. The applicability of tests is demonstrated on several real datasets. |
| title | A new flexible class of kernel-based tests of independence |
| topic | Methodology Statistics Theory 62H11, 62H15, 62H20 |
| url | https://arxiv.org/abs/2401.11540 |