Online Program Home
  My Program

Abstract Details

Activity Number: 631 - Recent Developments in Statistical Inference Using Distance Correlation and Related Dependence Metrics
Type: Invited
Date/Time: Thursday, August 3, 2017 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract #322146 View Presentation
Title: A New Class of Measures for Testing Independence
Author(s): Xiangrong Yin* and Qingcong Yuan
Companies: University of Kentucky and University of Kentucky
Keywords: Categorical variable ; distance ; independence

We introduce a new class of measures for testing independence between two random vectors, which uses expected difference of conditional and marginal characteristic functions. By choosing a particular weight function in the class, we propose a new index for measuring independence and study its property. To illustrate the use of such an index, two empirical versions are developed: slicing and kernel approaches. Their properties, asymptotics, connection with existing measures and applications are discussed. Implementation and Monte Carlo results are also presented.

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

Back to the full JSM 2017 program

Copyright © American Statistical Association