A robust test statistic for independence in high dimensional data

Bulut H.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, cilt.53, sa.2, ss.702-713, 2024 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 53 Sayı: 2
  • Basım Tarihi: 2024
  • Doi Numarası: 10.1080/03610918.2022.2028835
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, Applied Science & Technology Source, Business Source Elite, Business Source Premier, CAB Abstracts, Compendex, Computer & Applied Sciences, Veterinary Science Database, zbMATH, Civil Engineering Abstracts
  • Sayfa Sayıları: ss.702-713
  • Ondokuz Mayıs Üniversitesi Adresli: Hayır

Özet

The likelihood ratio test used to test complete independence cannot be used in high-dimensional data. In literature, many test statistics were proposed to cope with this problem. However, these statistics are sensitive to outliers. In this study, we suggest a test statistic that is not sensitive to outliers and can be used in high-dimensional data to test complete independence. We investigate the performance of our suggested statistic in terms of the empirical size and the empirical power by using three simulation studies and a real example dataset. And, we construct an R package to implement our proposed test statistic on real high-dimensional data in applications.