A Nonparametric Test of Independence between Two Vectors
两个向量之间独立性的非参数检验
A new statistic, [Qcirc] n , based on interdirections is proposed for testing whether two vector-valued quantities are dependent. The statistic, which has an intuitive invariance property, reduces to the quadrant statistic when the two quantities are each univariate. Under the null hypothesis of independence, [Qcirc] n has a limiting chi-squared distribution when each vector is elliptically symmetric. The new statistic is compared to the classical normal theory…