A kernel- and optimal transport- based test of independence between covariates and right-censored lifetimes

We propose a nonparametric test of independence, termed OPT-HSIC, between a covariate and a right-censored lifetime. Because the presence of censoring creates a challenge in applying the standard permutation-based testing approaches, we use optimal transport to transform the censored dataset into an...

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Bibliographic Details
Main Authors: Rindt, D, Sejdinovic, D, Steinsaltz, D
Format: Journal article
Language:English
Published: De Gruyter 2020