TY - JOUR
T1 - A Graph-Based Framework for Nonparametric Tests of Multivariate Independence
AU - Li, Yanhui
AU - Tian, Yubin
AU - Wang, Jinjuan
N1 - Publisher Copyright:
© 2026 American Statistical Association and Institute of Mathematical Statistics.
PY - 2026
Y1 - 2026
N2 - Testing the independence between two sets of variables has long been an important issue and various methods have been proposed. Despite this diversity, a persistent need remains for a nonparametric test that maintains high efficiency across diverse alternatives while demonstrating robustness in various scenarios. To address this gap, we propose a graph-based framework for independence testing that incorporates both weighted and unweighted graph representations. The specific procedure involves two steps: constructing separate graphs for each variable set, and calculating statistics based on the vectorized graph representations. The proposed framework not only expands the application scope of graph-based methods but also provides theoretical properties, ensuring its applicability to data for which only pairwise distances are observed and enhancing its robustness. Simulation studies suggest that the proposed methods effectively control the type I error rates and exhibit higher powers than the competing methods. Applications to two real datasets further illustrate the efficiency of the proposed framework. Supplementary materials for this article are available online.
AB - Testing the independence between two sets of variables has long been an important issue and various methods have been proposed. Despite this diversity, a persistent need remains for a nonparametric test that maintains high efficiency across diverse alternatives while demonstrating robustness in various scenarios. To address this gap, we propose a graph-based framework for independence testing that incorporates both weighted and unweighted graph representations. The specific procedure involves two steps: constructing separate graphs for each variable set, and calculating statistics based on the vectorized graph representations. The proposed framework not only expands the application scope of graph-based methods but also provides theoretical properties, ensuring its applicability to data for which only pairwise distances are observed and enhancing its robustness. Simulation studies suggest that the proposed methods effectively control the type I error rates and exhibit higher powers than the competing methods. Applications to two real datasets further illustrate the efficiency of the proposed framework. Supplementary materials for this article are available online.
KW - Minimum spanning tree
KW - Multivariate analysis
KW - Nonparametric independence test
UR - https://www.scopus.com/pages/publications/105036545680
U2 - 10.1080/10618600.2026.2627465
DO - 10.1080/10618600.2026.2627465
M3 - Article
AN - SCOPUS:105036545680
SN - 1061-8600
JO - Journal of Computational and Graphical Statistics
JF - Journal of Computational and Graphical Statistics
ER -