Pages that link to "Item:Q1747737"

The following pages link to Conditional mean and quantile dependence testing in high dimension (Q1747737):

Displaying 16 items.

• Conditional mean and quantile dependence testing in high dimension (Q1747737) (← links)
• Distance-based and RKHS-based dependence metrics in high dimension (Q1996774) (← links)
• Asymptotic distributions of high-dimensional distance correlation inference (Q2054473) (← links)
• A new framework for distance and kernel-based metrics in high dimensions (Q2074298) (← links)
• A kernel-based measure for conditional mean dependence (Q2242014) (← links)
• Martingale-difference-divergence-based tests for goodness-of-fit in quantile models (Q2301110) (← links)
• Independence tests with random subspace of two random vectors in high dimension (Q2692934) (← links)
• A robust and nonparametric two-sample test in high dimensions (Q5037790) (← links)
• Quantile Martingale Difference Divergence for Dimension Reduction (Q5037814) (← links)
• Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence (Q6064237) (← links)
• A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression (Q6138754) (← links)
• Reprint: Hypothesis testing on high dimensional quantile regression (Q6150539) (← links)
• Hypothesis testing on high dimensional quantile regression (Q6152590) (← links)
• Generalized martingale difference divergence: detecting conditional mean independence with applications in variable screening (Q6167038) (← links)
• General jackknife empirical likelihood and its applications (Q6172934) (← links)
• Dimension-agnostic inference using cross U-statistics (Q6178581) (← links)