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A Powerful Bootstrap Test of Independence in High Dimensions

Mauricio Olivares, Tomasz Olma, Daniel Wilhelm

arXiv 27 Mar 2025 · Statistics — Methodology

arXiv:2503.21715 · PDF · DOI · OpenAlex · Extracted main text

Abstract

This paper proposes a nonparametric test of pairwise independence of one random variable from a large pool of other random variables. The test statistic is the maximum of several Chatterjee's rank correlations and critical values are computed via a block multiplier bootstrap. The test is shown to asymptotically control size uniformly over a large class of data-generating processes, even when the number of variables is much larger than sample size. The test is consistent against any fixed alternative. It can be combined with a stepwise procedure for selecting those variables from the pool that violate independence, while controlling the family-wise error rate. All formal results leave the dependence among variables in the pool completely unrestricted. In simulations, we find that our test is very powerful, outperforming existing tests in most scenarios considered, particularly in high dimensions and/or when the variables in the pool are dependent.

Citation extraction

43
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91
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main-text words

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Chatterjee, Sourav (2021) A new coefficient of correlation0.96510490%
2Zhou, Yeqing and Xu, Kai and Zhu, Liping and Li, Runze (2024) Rank-based indices for testing independence between two high-dimensional vectors0.87462100%
3Székely, Gábor J. and Rizzo, Maria L. and Bakirov, Nail K (2007) Measuring and testing dependence by correlation of distances0.87452100%
4Székely, Gábor J. and Rizzo, Maria L (2013) The distance correlation t-test of independence in high dimension0.81142100%
5Chernozhukov, Victor and Chetverikov, Denis and Kato, Kengo (2013) Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors0.7374350%
6Chernozhukov, Victor and Chetverikov, Denis and Kato, Kengo (2019) Inference on causal and structural parameters using many moment inequalities0.7373367%
7Zhu, Changbo and Zhang, Xianyang and Yao, Shun and Shao, Xiaofeng (2020) Distance-based and RKHS-based dependence metrics in high dimension0.73732100%
8Lin, Z and Han, F (2022) On boosting the power of Chatterjee's rank correlation0.64422100%
9Lin, Zhexiao and Han, Fang (2024) On the failure of the bootstrap for Chatterjee's rank correlation0.64422100%
10Shi, H and Drton, M and Han, F (2021) On the power of Chatterjee's rank correlation0.64422100%

Showing the top 10 of 43 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Bias correction for Chatterjee's graph-based correlation coefficient0.40511
2Limit theorems of Azadkia-Chatterjee's conditional graph correlation0.40511