Nonparametric Independence Tests: Space Partitioning and Kernel Approaches (2008)
Gretton, A., Györfi, L., Freund, Y., Györfi, L., Turán, G., Zeugmann, T.
Three simple and explicit procedures for testing the independence of two multi-dimensional random variables are described. Two of the associated test statistics (L1, log-likelihood) are defined when...