Pages that link to "Item:Q1164928"
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The following pages link to An asymptotic decomposition for multivariate distribution-free tests of independence (Q1164928):
Displayed 23 items.
- A distribution free test to detect general dependence between a response variable and a covariate in the presence of heteroscedastic treatment effects (Q134914) (← links)
- Spacings-ratio empirical processes (Q653807) (← links)
- Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence (Q997376) (← links)
- A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables (Q999848) (← links)
- Testing for equality between two copulas (Q1000568) (← links)
- Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process (Q1012532) (← links)
- A-dependence statistics for mutual and serial independence of categorical variables (Q1015891) (← links)
- Testing for independence by the empirical characteristic function (Q1070713) (← links)
- Multivariate extensions of the Anderson--Darling process. (Q1423166) (← links)
- Tail behaviour of Gaussian processes with applications to the Brownian pillow. (Q1426355) (← links)
- Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests (Q1922134) (← links)
- Tests of independence and randomness based on the empirical copula process (Q2387481) (← links)
- Nonparametric tests of independence between random vectors (Q2474244) (← links)
- A multivariate nonparametric test of independence (Q2507741) (← links)
- A multivariate empirical characteristic function test of independence with normal marginals (Q2567124) (← links)
- Local efficiency of a Cramér\,-\,von Mises test of independence (Q2581522) (← links)
- An extremal problem with applications to the problem of testing multivariate independence (Q2892913) (← links)
- Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions (Q4337163) (← links)
- Test of Independence in the Farlie–Gumbel–Morgenstern Distribution (Q4414360) (← links)
- A large sample test for one parameter families of copulas (Q4843802) (← links)
- Weighted Multivariate Tests of Independence (Q5438312) (← links)
- A kolmogorov-smirnov type test for positive quadrant dependence (Q5718590) (← links)
- Discussion of: Brownian distance covariance (Q5966377) (← links)