Independence test for large sparse contingency tables based on distance correlation

Publication date: Available online 3 January 2019Source: Statistics & Probability LettersAuthor(s): Qingyang ZhangAbstractWe propose a new approach to testing independence in a sparse contingency table based on distance correlation measure. We derive the explicit formula of the distance correlation between two categorical variables and suggest a simple permutation test for practical implementation.

Source: Statistics and Probability Letters - January 3, 2019 Category: Statistics Source Type: research