Pages that link to "Item:Q2507741"

The following pages link to A multivariate nonparametric test of independence (Q2507741):

Displaying 27 items.

• Measuring and testing dependence by correlation of distances (Q85647) (← links)
• On some exact distribution-free tests of independence between two random vectors of arbitrary dimensions (Q282902) (← links)
• Distance covariance in metric spaces (Q378803) (← links)
• The distance correlation \(t\)-test of independence in high dimension (Q391599) (← links)
• Strongly consistent nonparametric tests of conditional independence (Q426704) (← links)
• On an independence test approach to the goodness-of-fit problem (Q495375) (← links)
• Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho (Q745523) (← links)
• Brownian distance covariance (Q965095) (← links)
• Rejoinder: ``Brownian distance covariance'' (Q965097) (← links)
• General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
• Nonparametric comparison of epidemic time trends: the case of COVID-19 (Q2106394) (← links)
• Modelling interaction patterns in a predator-prey system of two freshwater organisms in discrete time: an identified structural VAR approach (Q2125968) (← links)
• An independence test based on recurrence rates (Q2181733) (← links)
• Rényi 100, quantitative and qualitative (in)dependence (Q2236653) (← links)
• A novel approach of dependence measure for complex signals (Q2247078) (← links)
• Tests of zero correlation using modified RV coefficient for high-dimensional vectors (Q2321773) (← links)
• Multivariate nonparametric test of independence (Q2374408) (← links)
• A distance-based test of independence between two multivariate time series (Q2692924) (← links)
• Tests for the multivariate<i>k</i>-sample problem based on the empirical characteristic function (Q3509731) (← links)
• Kernel-Based Tests for Joint Independence (Q4603812) (← links)
• Power Analysis of Projection-Pursuit Independence Tests (Q5037833) (← links)
• Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes (Q5111781) (← links)
• Time-Varying Periodicity in Intraday Volatility (Q5208074) (← links)
• Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs (Q5881094) (← links)
• Generalization of the HSIC and distance covariance using PDI kernels (Q6048904) (← links)
• Статистические критерии равномерности распределения и независимости векторов, использующие попарные расстояния;Statistical tests for uniformity of distribu (Q6118073) (← links)
• General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)