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stat.ME2024
Distance Correlation in Multiple Biased Sampling Models
Yuwei Ke, Hok Kan Ling, Yanglei Song
Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for t…
stat.ME2023
An Effective Multivariate Normality Test via Hessians of Empirical Cumulant Generating Functions
Kwun Chuen Gary Chan, Hok Kan Ling, Chuan-Fa Tang +1
In this article, we propose a new class of consistent tests for -variate normality. These tests are based on the characterization of the standard multivariate normal distributio…