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Distributed testing on mutual independence of massive multivariate data

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  • Yongxin Kuang
  • Junshan Xie

Abstract

The article considers a distributed divide-and-conquer method to test the mutual independence between components of massive multivariate data. In particular, a new test statistic based on U-statistics by dividing the full data samples into disjoint blocks will be established. Some numerical simulations and real data analysis demonstrate that the proposed method is effective, and it can significantly reduce the computational complexity and save the running time of the test procedure on massive data inference.

Suggested Citation

  • Yongxin Kuang & Junshan Xie, 2023. "Distributed testing on mutual independence of massive multivariate data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 52(15), pages 5332-5348, August.
    • Handle: RePEc:taf:lstaxx:v:52:y:2023:i:15:p:5332-5348
    DOI: 10.1080/03610926.2021.2006232
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