A new flexible class of kernel-based tests of independence

Abstract

Spherical and hyperspherical data are commonly encountered in diverse applied research domains, underscoring the vital task of assessing independence within such data structures. In this context, we investigate the properties of test statistics relying on distance correlation measures originally introduced for the energy distance, and generalize the concept to strongly negative definite kernel-based distances. An important benefit of employing this method lies in its versatility across diverse forms of directional data, enabling the examination of independence among vectors of varying types. The applicability of tests is demonstrated on several real datasets.