arXiv subjects

Liqi Xia

Publications and source records attributed to Liqi Xia.

2 recordsLinked to original sources

arXiv2025

Asymptotic representations for Spearman's footrule correlation coefficient

In order to address the theoretical challenges arising from the dependence structure of ranks in Spearman's footrule correlation coefficient, we propose two asymptotic representations to approximate the distribution of this coefficient under the hypothesis of independence. The first representation simplifies the dependence structure by replacing empirical distribution functions with their population counterparts. The second representation leverages the Hájek projection technique to decompose the initial form into a sum of independent components, thereby rigorously justifying asymptotic normality. Simulation studies demonstrate the appropriateness of two proposed asymptotic representations, as well as their excellent approximation to the limiting normal distribution.

math.ST↗

arXiv2024

Consistent complete independence test in high dimensions based on Chatterjee correlation coefficient

In this article, we consider the complete independence test of high-dimensional data. Based on Chatterjee coefficient, we pioneer the development of quadratic test and extreme value test which possess good testing performance for oscillatory data, and establish the corresponding large sample properties under both null hypotheses and alternative hypotheses. In order to overcome the shortcomings of quadratic statistic and extreme value statistic, we propose a testing method termed as power enhancement test by adding a screening statistic to the quadratic statistic. The proposed method do not reduce the testing power under dense alternative hypotheses, but can enhance the power significantly under sparse alternative hypotheses. Three synthetic data examples and two real data examples are further used to illustrate the performance of our proposed methods.

math.ST↗