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Activity Number: 264
Type: Contributed
Date/Time: Monday, August 10, 2015 : 2:00 PM to 3:50 PM
Sponsor: Biometrics Section
Abstract #316391
Title: A New Measure of Testing Independence
Author(s): Qingcong Yuan* and Xiangrong Yin
Companies: University of Kentucky and University of Kentucky
Keywords: Categorical variable ; Distance ; Independence
Abstract:

We introduce a new measure for testing independence between two random vectors. Our measure differs from that of distance covariance but with similar weight function. We propose one empirical version by slicing on the responses. This empirical measure is based on certain Euclidean distance. Its properties, asymptotic and applications in testing independence are discussed. Implementation and Monte Carlo results are also presented.

Authors who are presenting talks have a * after their name.

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