Kavli Affiliate: Feng Long| Summary: We consider the problem of testing mutual independence among the components of a high-dimensional random vector. Building on the rank-based max-sum framework, we introduce fixed finite-$L_q$ power-sum statistics under three general classes of rank-based correlations: simple linear rank statistics, non-degenerate rank-based U-statistics and degenerate rank-based U-statistics. The proposed statistics interpolate […]
Continue.. Rank-Based Tests for Mutual Independence of High-Dimensional Random Vectors via $L_q$ Norm