Max-sum test based on Spearman's footrule for high-dimensional independence tests
Xiangyu Shi, Min Xu, Jiang Du
Topics & Concepts
StatisticsMathematicsSpearman's rank correlation coefficientTest statisticOutlierIndependence (probability theory)Statistical hypothesis testingStatisticRank correlationPearson product-moment correlation coefficientPearson's chi-squared testChi-square testRandom Matrices and ApplicationsStatistical Methods and InferenceBlind Source Separation Techniques