Consistency of permutation test s of independence usingdistance covariance, HSIC and dHSIC
The Hilbert--Schmidt Independence Criterion (HSIC) is a popular measure of the dependency between two random variables. The statistic dHSIC is an extension of HSIC that can be used to test joint independence of $d$ random variables. Such hypothesis testing for (joint) independence is often done usin...
| Autori principali: | , , |
|---|---|
| Natura: | Journal article |
| Lingua: | English |
| Pubblicazione: |
Wiley
2021
|