Pages that link to "Item:Q1012532"

The following pages link to Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process (Q1012532):

Displaying 29 items.

• Testing the simplifying assumption in high-dimensional vine copulas (Q90995) (← links)
• Optimal rates for independence testing via $U$-statistic permutation tests (Q130903) (← links)
• Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence (Q151604) (← links)
• Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
• Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
• A short note on the dependence structure of random vectors (Q1726873) (← links)
• General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
• Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
• On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
• Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
• Conditional independence testing via weighted partial copulas (Q2101473) (← links)
• Linking the Hoeffding-sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski (Q2128925) (← links)
• An independence test based on recurrence rates (Q2181733) (← links)
• Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India (Q2208421) (← links)
• Measuring and testing interdependence among random vectors based on Spearman's \(\rho\) and Kendall's \(\tau\) (Q2228222) (← links)
• Multivariate nonparametric test of independence (Q2374408) (← links)
• Exploratory data analysis for interval compositional data (Q2418302) (← links)
• A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)
• Approximating the null distribution of a class of statistics for testing independence (Q2423537) (← links)
• Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages (Q2445577) (← links)
• From Distance Correlation to Multiscale Graph Correlation (Q3304853) (← links)
• (Q4636983) (← links)
• A Bayesian semiparametric Gaussian copula approach to a multivariate normality test (Q5033941) (← links)
• Non-parametric weighted tests for independence based on empirical copula process (Q5222316) (← links)
• Testing independence based on Bernstein empirical copula and copula density (Q5266568) (← links)
• Nonparametric testing for no covariate effects in conditional copulas (Q5280374) (← links)
• General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)
• Testing for independence in high dimensions based on empirical copulas (Q6192330) (← links)