A new test of independence for high-dimensional data |
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| Affiliation: | 1. Department of Mathematics, University of Macau, Macau;2. College of Mathematics and Statistics, Chongqing University, Chongqing, China;3. Department of Statistics and Applied Probability, National University of Singapore, Singapore;1. KLAS and School of Mathematics and Statistics, Northeast Normal University, Changchun, 130024, China;2. School of Statistics, Dongbei University of Finance and Economics, Dalian, 116025, China |
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| Abstract: | 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. |
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| Keywords: | High dimension Independence test |
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