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Author:

Shi, Xiangyu (Shi, Xiangyu.) | Zhang, Wei (Zhang, Wei.) | Du, Jiang (Du, Jiang.) | Kwessi, Eddy (Kwessi, Eddy.)

Indexed by:

EI Scopus SCIE

Abstract:

Spearman's footrule is a widely used tool to discover the relationship between two continuous random variables, mainly because of its robustness, natural interpretation, and simplicity of calculation. In this article, we propose a new test statistic based on the sum of squares of pairwise Spearman's footrule, to test the mutual independence of a high dimensional random vector. The large sample properties of the proposed test method are established. Simulation results show that the new test has higher power than existing test methods under some circumstances. An example with real life data is discussed to illustrate the usefulness and effectiveness of the proposed test statistic.

Keyword:

rank correlation High dimensions Spearman's footrule complete independence

Author Community:

  • [ 1 ] [Shi, Xiangyu]Beijing Univ Technol, Sch Math Stat & Mech, Beijing 100124, Peoples R China
  • [ 2 ] [Zhang, Wei]Beijing Univ Technol, Sch Math Stat & Mech, Beijing 100124, Peoples R China
  • [ 3 ] [Du, Jiang]Beijing Univ Technol, Sch Math Stat & Mech, Beijing 100124, Peoples R China
  • [ 4 ] [Du, Jiang]Beijing Inst Sci & Engn Comp, Beijing, Peoples R China
  • [ 5 ] [Kwessi, Eddy]Trinity Univ, Dept Math, San Antonio, TX USA

Reprint Author's Address:

  • [Du, Jiang]Beijing Univ Technol, Sch Math Stat & Mech, Beijing 100124, Peoples R China;;

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Source :

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

ISSN: 0361-0926

Year: 2024

Issue: 8

Volume: 54

Page: 2360-2377

0 . 8 0 0

JCR@2022

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 0

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