Graph-Theoretic Measures of Multivariate Association and Prediction

Interpoint-distance-based graphs can be used to define measures of association that extend Kendall's notion of a generalized correlation coefficient. The authors present particular statistics that provide distribution-free tests of independence sensitive to alternatives involving non-monotonic relationships. Moreover, since ordering plays no essential role, the ideas that fully applicable in a multivariate setting. The authors also define an asymmetric coefficient measuring the extent to which (a vector) X can be used to make single-valued predictions of (a vector) Y. The authors discuss various techniques for proving that such statistics are asymptotically normal. As an example of the effectiveness of their approach, the authors present an application to the examination of residuals from multiple regression. 18 references, 2 figures, 1 table.