Colloquium Speaker:
Dr. Nour Eddine Berrahou, Ph.D.
Cadi Ayaad University, Marrakech, Morocco
Title: A nonparametric distribution-free of mutual independence testing based on 
-norm
Abstract: We propose a novel statistical test to assess the mutual independence of multidimensional random vectors. Our approach is based on the -distance between the joint density function and the product of the marginal densities associated with the presumed independent vectors. Under the null hypothesis, we employ Poissonization techniques to establish the asymptotic normal approximation of the corresponding test statistic, without imposing any regularity assumptions on the underlying Lebesgue density function, denoted as 
. Remarkably, we observe that the limiting distribution of the -based statistics remains unaffected by the specific form of . This unexpected result contributes to the robustness and versatility of our method.
Moreover, our tests exhibit nontrivial local power against a subset of local alternatives, which converge to the null hypothesis at a rate of 
, where n represents the sample size and 
denotes the bandwidth. Finally, the theory is supported by a comprehensive simulation study to investigate the finite-sample performance of our proposed test. The results demonstrate that our testing procedure generally outperforms existing approaches across various examined scenarios.
Day & Time: Wednesday, May 7, 2025, at 3:00pm
Location: Lambton Tower, Room 9-118
Counts toward seminar attendance for MSc and PhD students in Math & Stats.