Pages that link to "Item:Q1070713"
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The following pages link to Testing for independence by the empirical characteristic function (Q1070713):
Displaying 32 items.
- Rearranged dependence measures (Q74042) (← links)
- A new coefficient of correlation (Q130047) (← links)
- A measure of dependence for stable distributions (Q291410) (← links)
- Strongly consistent nonparametric tests of conditional independence (Q426704) (← links)
- A link-free method for testing the significance of predictors (Q631622) (← links)
- Fourier methods for testing multivariate independence (Q1023517) (← links)
- Implementing empirical characteristic function procedures (Q1070706) (← links)
- A consistent modification of a test for independence based on the empirical characteristic function (Q1269980) (← links)
- A consistent nonparametric test for serial independence (Q1298443) (← links)
- Reducing the computational cost of the ECF using a nuFFT: a fast and objective probability density estimation method (Q1623676) (← links)
- On the estimation of the characteristic function in finite populations with applications (Q1708363) (← links)
- General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
- Testing for serial independence in vector autoregressive models (Q1757250) (← links)
- Distance-based and RKHS-based dependence metrics in high dimension (Q1996774) (← links)
- New measure of the bivariate asymmetry (Q2023847) (← links)
- Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
- Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
- Rényi 100, quantitative and qualitative (in)dependence (Q2236653) (← links)
- Distance multivariance: new dependence measures for random vectors (Q2328059) (← links)
- Multivariate nonparametric test of independence (Q2374408) (← links)
- Detecting independence of random vectors: generalized distance covariance and Gaussian covariance (Q2414854) (← links)
- Approximating the null distribution of a class of statistics for testing independence (Q2423537) (← links)
- Change point analysis based on empirical characteristic functions (Q2499565) (← links)
- A multivariate nonparametric test of independence (Q2507741) (← links)
- Two-sample tests based on empirical Hankel transforms (Q2516615) (← links)
- A multivariate empirical characteristic function test of independence with normal marginals (Q2567124) (← links)
- Testing serial independence with functional data (Q2666064) (← links)
- Testing for spherical symmetry via the empirical characteristic function (Q2934858) (← links)
- A Class of Omnibus Tests for the Laplace Distribution based on the Empirical Characteristic Function (Q3155306) (← links)
- Test of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear data (Q6143882) (← links)
- General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)
- Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient (Q6201868) (← links)