Event № 957
Event № 957
TE
Statistics & Topology
- Malka Gorfine, Industrial Engineering, Technion
28/04/2014, Monday, 17:00
Type: Seminar
Name: Statistics & Topology
Title: A Consistent Multivariate Test of Association Based on Ranks of Distances
Speaker: Malka Gorfine, Industrial Engineering, Technion
Place:
Technion
Abstract:
We consider the problem of detecting associations between random vectors of any dimension. Few tests of independence exist that are consistent against all dependent alternatives. We propose a powerful test that is applicable in all dimensions and consistent against all alternatives. The test has a simple form, is easy to implement, and has good power. Joint work with Ruth Heller and Yair Heller.
SubmittedBy:
Anthea Monod , anthea@ee.technion.ac.il
EventLink: Event № 957