Pages that link to "Item:Q2448720"

The following pages link to A consistent test of independence based on a sign covariance related to Kendall's tau (Q2448720):

Displaying 50 items.

• Rearranged dependence measures (Q74042) (← links)
• A new coefficient of correlation (Q130047) (← links)
• Large-Sample Theory for the Bergsma-Dassios Sign Covariance (Q146217) (← links)
• Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence (Q151604) (← links)
• Efficient computation of the Bergsma-Dassios sign covariance (Q736594) (← links)
• Rank-based tests of cross-sectional dependence in panel data models (Q830595) (← links)
• Independence test for large sparse contingency tables based on distance correlation (Q1726907) (← links)
• Testing independence in high dimensions with sums of rank correlations (Q1747739) (← links)
• Measuring and testing for interval quantile dependence (Q1991673) (← links)
• High-dimensional consistent independence testing with maxima of rank correlations (Q1996766) (← links)
• Distance-based and RKHS-based dependence metrics in high dimension (Q1996774) (← links)
• Robust multivariate nonparametric tests via projection averaging (Q1996775) (← links)
• A distribution-free test of independence based on mean variance index (Q2002722) (← links)
• Asymptotic distributions of high-dimensional distance correlation inference (Q2054473) (← links)
• Independence tests in the presence of measurement errors: an invariance law (Q2062771) (← links)
• A new framework for distance and kernel-based metrics in high dimensions (Q2074298) (← links)
• Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
• On universally consistent and fully distribution-free rank tests of vector independence (Q2091822) (← links)
• On the asymptotic null distribution of the symmetrized Chatterjee's correlation coefficient (Q2112280) (← links)
• Randomized incomplete \(U\)-statistics in high dimensions (Q2284368) (← links)
• Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate (Q2306279) (← links)
• A consistent test of independence based on a sign covariance related to Kendall's tau (Q2448720) (← links)
• Patterns in random permutations (Q2663415) (← links)
• Characterization of quasirandom permutations by a pattern sum (Q3386522) (← links)
• Kernel-Based Tests for Joint Independence (Q4603812) (← links)
• Power Analysis of Projection-Pursuit Independence Tests (Q5037833) (← links)
• Marginal Distance and Hilbert-Schmidt Covariances-Based Independence Tests for Multivariate Functional Data (Q5076363) (← links)
• Distance Metrics for Measuring Joint Dependence with Application to Causal Inference (Q5208070) (← links)
• (Q5876282) (← links)
• Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs (Q5881094) (← links)
• The Hellinger Correlation (Q5885090) (← links)
• Lower bound on the size of a quasirandom forcing set of permutations (Q5886321) (← links)
• A study of the power and robustness of a new test for independence against contiguous alternatives (Q5965326) (← links)
• (Q6065422) (← links)
• Quasirandom Latin squares (Q6076738) (← links)
• Refining set-identification in VARs through independence (Q6108329) (← links)
• On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm (Q6167703) (← links)
• Projection divergence in the reproducing kernel Hilbert space: asymptotic normality, block-wise and slicing estimation, and computational efficiency (Q6168124) (← links)
• Rank-based indices for testing independence between two high-dimensional vectors (Q6192324) (← links)
• Rank-based max-sum tests for mutual independence of high-dimensional random vectors (Q6193027) (← links)
• Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient (Q6201868) (← links)
• Limit theorems for a class of processes generalizing the <i>U</i> -empirical process (Q6550289) (← links)
• Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics (Q6550967) (← links)
• Statistical Inferences for Complex Dependence of Multimodal Imaging Data (Q6567943) (← links)
• Asymptotic properties of conditional <i>U</i> -statistics using delta sequences (Q6573024) (← links)
• Distance correlation test for high-dimensional independence (Q6589588) (← links)
• Diagnostic checks in time series models based on a new correlation coefficient of residuals (Q6643316) (← links)
• A survey of some recent developments in measures of association (Q6645569) (← links)
• A class of robust independence tests based on weighted integrals of empirical characteristic functions (Q6661066) (← links)
• A general approach for testing independence in Hilbert spaces (Q6667476) (← links)