Pages that link to "Item:Q1404206"
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The following pages link to Extremal probabilities for Gaussian quadratic forms (Q1404206):
Displaying 17 items.
- Measuring and testing dependence by correlation of distances (Q85647) (← links)
- Energy statistics: a class of statistics based on distances (Q389244) (← links)
- Some stochastic inequalities for weighted sums (Q638767) (← links)
- On energy tests of normality (Q830702) (← links)
- Improved bounds on sample size for implicit matrix trace estimators (Q887152) (← links)
- Schur properties of convolutions of gamma random variables (Q889154) (← links)
- Brownian distance covariance (Q965095) (← links)
- DISCO analysis: A nonparametric extension of analysis of variance (Q993272) (← links)
- On the unique crossing conjecture of Diaconis and Perlman on convolutions of gamma random variables (Q1704154) (← links)
- Distance multivariance: new dependence measures for random vectors (Q2328059) (← links)
- The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
- Properties of the Székely-Móri symmetry criterion statistics in the case of binary vectors (Q2435976) (← links)
- A multivariate nonparametric test of independence (Q2507741) (← links)
- A Colonel Blotto Gladiator Game (Q2925347) (← links)
- Expected Conditional Characteristic Function-based Measures for Testing Independence (Q5130638) (← links)
- Characterizing Statistics and Their Applications (Q5163523) (← links)
- Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs (Q5881094) (← links)