Pages that link to "Item:Q2567124"
From MaRDI portal
The following pages link to A multivariate empirical characteristic function test of independence with normal marginals (Q2567124):
Displaying 22 items.
- Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence (Q151604) (← links)
- Tests for independence in non-parametric heteroscedastic regression models (Q632754) (← links)
- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
- A-dependence statistics for mutual and serial independence of categorical variables (Q1015891) (← links)
- Fourier methods for testing multivariate independence (Q1023517) (← links)
- Reducing the computational cost of the ECF using a nuFFT: a fast and objective probability density estimation method (Q1623676) (← links)
- General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
- Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data (Q1733281) (← links)
- Testing for serial independence in vector autoregressive models (Q1757250) (← links)
- An independence test based on recurrence rates (Q2181733) (← links)
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence (Q2274935) (← links)
- Multivariate nonparametric test of independence (Q2374408) (← links)
- Approximating the null distribution of a class of statistics for testing independence (Q2423537) (← links)
- Nonparametric tests of independence between random vectors (Q2474244) (← links)
- (Q3552466) (← links)
- (Q4636983) (← links)
- Tests of mutual independence among several random vectors using univariate and multivariate ranks of nearest neighbours (Q5065310) (← links)
- Testing independence based on Bernstein empirical copula and copula density (Q5266568) (← links)
- Discussion of: Brownian distance covariance (Q5966379) (← links)
- General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)
- A data depth based nonparametric test of independence between two random vectors (Q6536690) (← links)
- On classes of consistent tests for the Type I Pareto distribution based on a characterization involving order statistics (Q6618189) (← links)