Pages that link to "Item:Q2374408"

The following pages link to Multivariate nonparametric test of independence (Q2374408):

Displaying 25 items.

• Leveraging mixed and incomplete outcomes via reduced-rank modeling (Q105484) (← links)
• Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence (Q151604) (← links)
• Pairwise distance-based heteroscedasticity test for regressions (Q829105) (← links)
• Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
• Testing for serial independence in vector autoregressive models (Q1757250) (← links)
• Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors (Q2006742) (← links)
• New measure of the bivariate asymmetry (Q2023847) (← links)
• Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin (Q2063758) (← links)
• Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
• Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
• Some new copula based distribution-free tests of independence among several random variables (Q2082331) (← links)
• On some consistent tests of mutual independence among several random vectors of arbitrary dimensions (Q2209730) (← links)
• On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence (Q2274935) (← links)
• Inferential procedures based on the integrated empirical characteristic function (Q2324329) (← links)
• Distance multivariance: new dependence measures for random vectors (Q2328059) (← links)
• Optimal detection of weak positive latent dependence between two sequences of multiple tests (Q2401361) (← links)
• (Q4636983) (← links)
• Computationally efficient approximations for independence tests in non-parametric regression (Q5065236) (← links)
• Tests of mutual independence among several random vectors using univariate and multivariate ranks of nearest neighbours (Q5065310) (← links)
• Time-Varying Periodicity in Intraday Volatility (Q5208074) (← links)
• Nonparametric tests of independence based on interpoint distances (Q5221306) (← links)
• A data depth based nonparametric test of independence between two random vectors (Q6536690) (← links)
• Test of independence for Hilbertian random variables (Q6543928) (← links)
• On classes of consistent tests for the Type I Pareto distribution based on a characterization involving order statistics (Q6618189) (← links)
• A class of robust independence tests based on weighted integrals of empirical characteristic functions (Q6661066) (← links)