Pages that link to "Item:Q4962074"

The following pages link to Testing Mutual Independence in High Dimension via Distance Covariance (Q4962074):

Displaying 25 items.

• Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence (Q151604) (← 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)
• Dependence structure estimation using copula recursive trees (Q2048120) (← links)
• Asymptotic distributions of high-dimensional distance correlation inference (Q2054473) (← links)
• Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin (Q2063758) (← links)
• A new framework for distance and kernel-based metrics in high dimensions (Q2074298) (← links)
• Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
• Estimation of time series models using residuals dependence measures (Q2105206) (← links)
• High-dimensional tests for mean vector: approaches without estimating the mean vector directly (Q2115215) (← links)
• Kronecker delta method for testing independence between two vectors in high-dimension (Q2122817) (← links)
• Adaptive test of independence based on HSIC measures (Q2131258) (← links)
• Distance covariance for random fields (Q2145778) (← links)
• Maximum pairwise Bayes factors for covariance structure testing (Q2233577) (← links)
• Distance-covariance-based tests for heteroscedasticity in nonlinear regressions (Q2239335) (← links)
• Randomized incomplete \(U\)-statistics in high dimensions (Q2284368) (← links)
• Distance multivariance: new dependence measures for random vectors (Q2328059) (← links)
• A distance-based test of independence between two multivariate time series (Q2692924) (← 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)
• Generalization of the HSIC and distance covariance using PDI kernels (Q6048904) (← links)
• Max-sum test based on Spearman's footrule for high-dimensional independence tests (Q6170540) (← links)
• Test of conditional independence in factor models via Hilbert-Schmidt independence criterion (Q6183689) (← links)
• Rank-based indices for testing independence between two high-dimensional vectors (Q6192324) (← links)
• Testing for independence in high dimensions based on empirical copulas (Q6192330) (← links)