Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics

Hongjian Shi, Mathias Drton, Marc Hallin +1

Due to the lack of a canonical ordering in ${\mathbb{R}}^d$ for $d>1$, defining multivariate generalizations of the classical univariate ranks has been a long-standing open problem…