Testing for independence in arbitrary distributions
任意分布下的相互独立性检验
Statistics are proposed for testing the hypothesis that arbitrary random variables are mutually independent. The tests are consistent and well behaved for any marginal distributions; they can be used, for example, for contingency tables which are sparse or whose dimension depends on the sample size, as well as for mixed data. No regularity conditions, data jittering, or binning mechanisms are required. The statistics are rank-based functionals of Cramér–von Mises type whose…