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...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Wiley
2021
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