• Corpus ID: 233714260

On universally consistent and fully distribution-free rank tests of vector independence

@inproceedings{Shi2020OnUC,
  title={On universally consistent and fully distribution-free rank tests of vector independence},
  author={Hongjian Shi and Marc Hallin and Mathias Drton and Fang Han},
  year={2020}
}
Rank correlations have found many innovative applications in the last decade. In particular, suitable rank correlations have been used for consistent tests of independence between pairs of random variables. Using ranks is especially appealing for continuous data as tests become distribution-free. However, the traditional concept of ranks relies on ordering data and is, thus, tied to univariate observations. As a result, it has long remained unclear how one may construct distribution-free yet… 

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