A Test of Independence in Two-Way Contingency Tables Based on Maximal Correlation
Yenigun, C. D.
Szekely, G. J.
Rizzo, M. L.
Communications in Statistics - Theory and Methods
Taylor and Francis Group
Yenigün, C. D., Székely, G. J., & Rizzo, M. L. (2011). A Test of Independence in Two-Way Contingency Tables Based on Maximal Correlation. Communications in Statistics-Theory and Methods, 40(12), 2225-2242.
Please cite this item using this persistent URLhttp://hdl.handle.net/11693/12007
Maximal correlation has several desirable properties as a measure of dependence, including the fact that it vanishes if and only if the variables are independent. Except for a few special cases, it is hard to evaluate maximal correlation explicitly. We focus on two-dimensional contingency tables and discuss a procedure for estimating maximal correlation, which we use for constructing a test of independence. We compare the maximal correlation test with other tests of independence by Monte Carlo simulations. When the underlying continuous variables are dependent but uncorrelated, we point out some cases for which the new test is more powerful.
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