Pages that link to "Item:Q5130638"

The following pages link to Expected Conditional Characteristic Function-based Measures for Testing Independence (Q5130638):

Displaying 15 items.

• A brief review of linear sufficient dimension reduction through optimization (Q826971) (← links)
• Partition-based feature screening for categorical data via RKHS embeddings (Q830506) (← links)
• Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
• High-dimensional variable screening through kernel-based conditional mean dependence (Q2112254) (← links)
• Measuring association with Wasserstein distances (Q2676942) (← links)
• Multivariate tests of independence based on a new class of measures of independence in reproducing kernel Hilbert space (Q2692923) (← links)
• The Binary Expansion Randomized Ensemble Test (Q6069482) (← links)
• Partial sufficient variable screening with categorical controls (Q6096643) (← links)
• Nonlinear directed acyclic graph estimation based on the kernel partial correlation coefficient (Q6151904) (← links)
• Generalized martingale difference divergence: detecting conditional mean independence with applications in variable screening (Q6167038) (← links)
• Projection divergence in the reproducing kernel Hilbert space: asymptotic normality, block-wise and slicing estimation, and computational efficiency (Q6168124) (← links)
• Sufficient variable screening with high-dimensional controls (Q6184873) (← links)
• Deep nonlinear sufficient dimension reduction (Q6608686) (← links)
• A survey of some recent developments in measures of association (Q6645569) (← links)
• A conditional distribution function-based measure for independence and \(K\)-sample tests in multivariate data (Q6656673) (← links)