论文标题
基于复发率的独立测试。实证研究和对真实数据的应用
An Independence Test Based on Recurrence Rates. An empirical study and applications to real data
论文作者
论文摘要
在本文中，我们提出了几种基于复发率的随机元素之间的独立性测试。我们将展示如何计算这些情况中的每一个中的测试统计量。从模拟中，我们可以在高维度中获得这一点，我们的测试在几乎所有情况下都明显优于其他广泛使用的竞争对手。对两个数据集进行了测试，包括小样本和大型样本量，我们表明，在这两个数据集的应用中，测试的应用都使我们得出了有趣的结论。
In this paper we propose several variants to perform the independence test between two random elements based on recurrence rates. We will show how to calculate the test statistic in each one of these cases. From simulations we obtain that in high dimension, our test clearly outperforms, in almost all cases, the other widely used competitors. The test was performed on two data sets including small and large sample sizes and we show that in both ases the application of the test allows us to obtain interesting conclusions.
