Discussion of 'Multivariate Fisher's independence test for multivariate dependence'
Thomas B Berrett
TL;DR
This paper provides an invited discussion on Gorsky and Ma's 2022 work, analyzing their multivariate Fisher's independence test for detecting dependence among multiple variables.
Contribution
It offers critical insights and perspectives on the methodology and implications of the multivariate Fisher's independence test.
Findings
Highlights strengths and limitations of the test
Suggests potential improvements and applications
Provides context within multivariate dependence testing
Abstract
Invited discussion for Biometrika of 'Multivariate Fisher's independence test for multivariate dependence' by Gorsky and Ma (2022).
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Taxonomy
TopicsAdvanced Statistical Methods and Models · Financial Risk and Volatility Modeling