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- W4385549579 abstract "AbstractTesting independence between two or more random variables or random vectors receives a lot of attention in the literature. A new test statistic is proposed based on the consistency of the sample distance multivariance to test mutual independence. The bootstrap method is used to obtain the critical value of the test statistic. The simulation results show that our method performs well in the low-dimensional and large-sample cases and gives reasonable results in some cases where other tests do not work. Three real examples are analyzed to show the usefulness of the new test statistic.KEYWORDS: distance multivariancemutual independencetest AcknowledgmentsThe authors are very grateful to the anonymous referee for providing several constructive comments which led to a significant improvement of the article.Disclosure statementNo potential conflict of interest was reported by the authors.Additional informationFundingZhu’s work is supported by National Natural Science Foundation of China (No. 12271206), and Natural Science Foundation of Jilin Province (No. 20210101143JC), and Science and Technology Research Planning Project of Jilin Provincial Department of Education (No. JJKH20231122KJ)." @default.
- W4385549579 created "2023-08-04" @default.
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- W4385549579 date "2023-08-03" @default.
- W4385549579 modified "2023-09-27" @default.
- W4385549579 title "A new method of testing mutual independence" @default.
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- W4385549579 doi "https://doi.org/10.1080/03610926.2023.2239402" @default.
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