Pages that link to "Item:Q1023517"

The following pages link to Fourier methods for testing multivariate independence (Q1023517):

Displaying 18 items.

• Goodness-of-fit tests for multivariate Laplace distributions (Q552077) (← links)
• Tests for independence in non-parametric heteroscedastic regression models (Q632754) (← links)
• Bootstrap and permutation tests of independence for point processes (Q892249) (← links)
• A smoothed bootstrap test for independence based on mutual information (Q961669) (← links)
• Goodness-of-fit tests based on empirical characteristic functions (Q961885) (← links)
• On the estimation of the characteristic function in finite populations with applications (Q1708363) (← links)
• Applications of distance correlation to time series (Q1708994) (← links)
• Testing for serial independence in vector autoregressive models (Q1757250) (← links)
• New measure of the bivariate asymmetry (Q2023847) (← links)
• Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
• On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence (Q2274935) (← links)
• Multivariate nonparametric test of independence (Q2374408) (← links)
• Approximating the null distribution of a class of statistics for testing independence (Q2423537) (← links)
• Two-sample tests based on empirical Hankel transforms (Q2516615) (← links)
• Testing for a class of bivariate exponential distributions (Q3451390) (← links)
• Computationally efficient approximations for independence tests in non-parametric regression (Q5065236) (← links)
• A new weighted rank coefficient of concordance (Q5128677) (← links)
• New weighted rank correlation coefficients sensitive to agreement on top and bottom rankings (Q5138157) (← links)