School of Data Sciences, Zhejiang University of Finance and Economics, Hangzhou 310018, China; School of Information Management and Engineering, MoE Key Laboratory of Interdisciplinary Research of Computation and Economics, Shanghai University of Finance and Economics, Shanghai 200433, China; School of Information Management and Engineering, Shanghai University of Finance and Economics, Shanghai 200433, China
Tao Zhang, Yaowu Zhang, Tingyou Zhou
High dimensionality; Independence test; Kernel method; Nonlinear dependency.
Statistical Insights into HSIC in High Dimensions