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...

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Hlavní autoři: Rindt, D, Sejdinovic, D, Steinsaltz, D
Médium: Journal article
Jazyk:English
Vydáno: Wiley 2021