主 题：A new measure for testing independence
主讲人：Xiangrong Yin 教授
主持人：林华珍教授
时 间：2015年5月28日下午4：00-5：00
地 点：通博楼B212学术会议室
主办单位：统计研究中心 统计学院 科研处
主讲人简介：
Xiangrong Yin，University of Kentucky教授，2001荣获 The Inaugural Editor’s Award for the best article published in the Australian and New Zealand，累计资助236,577.51美元,是International Chinese Statistical Association（ICSA）、IMS、ASA会员，是期刊Journal of Nonparametric Statistic和Statistics and Probability Letters的 Associate Editor，发表论文40余篇，包括发表在统计学顶级期刊Annals of Statistics及Biometrics上的论文多篇。
内容提要：
We introduce a new measure for testing independence between two random vectors. Our measure differs from that of distance covariance, by using expected conditional difference of characteristic functions. We propose one empirical version by slicing on one of the random vectors. We show that this particular version is equivalent to DISCO (Rizzo and Szêkely, 2010). This empirical measure is based on certain Euclidean distance. Its properties, asymptotic and applications in testing independence are discussed. Implementation and Monte Carlo results are also presented.
