Pages that link to "Item:Q5514959"
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The following pages link to Distribution Free Tests of Independence Based on the Sample Distribution Function (Q5514959):
Displayed 50 items.
- Rearranged dependence measures (Q74042) (← links)
- Ball Covariance: A Generic Measure of Dependence in Banach Space (Q76129) (← links)
- A new coefficient of correlation (Q130047) (← links)
- A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models (Q141126) (← links)
- Large-Sample Theory for the Bergsma-Dassios Sign Covariance (Q146217) (← links)
- On some exact distribution-free tests of independence between two random vectors of arbitrary dimensions (Q282902) (← links)
- Specification tests in nonparametric regression (Q291106) (← links)
- A measure of dependence for stable distributions (Q291410) (← links)
- A non-parametric independence test using permutation entropy (Q292144) (← links)
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
- Strongly consistent nonparametric tests of conditional independence (Q426704) (← links)
- A Kolmogorov-Smirnov type test for independence between marks and points of marked point processes (Q485912) (← links)
- Testing functional inequalities (Q528113) (← links)
- A multivariate version of Hoeffding's phi-square (Q604371) (← links)
- A test of independence based on a generalized correlation function (Q612521) (← links)
- Some new multivariate tests of independence (Q647754) (← links)
- Empirical approximations for Hoeffding's test of bivariate independence using two Weibull extensions (Q713824) (← links)
- Some modifications of the Z -tests of normality and their isotones (Q713875) (← links)
- The econometrics of auctions with asymmetric anonymous bidders (Q738139) (← links)
- Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho (Q745523) (← links)
- Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation (Q746325) (← links)
- Testing independence in high dimensions (Q806858) (← links)
- A test for independence of two stationary infinite order autoregressive processes (Q816595) (← links)
- The asymptotic efficacies and relative efficiencies of various linear rank tests for independence (Q866891) (← links)
- Bootstrap and permutation tests of independence for point processes (Q892249) (← links)
- Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (Q907105) (← links)
- A gamma goodness-of-fit test based on characteristic independence of the mean and coefficient of variation (Q951040) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- Testing spatial randomness based on empirical distribution function: a study on lattice data (Q958764) (← links)
- A smoothed bootstrap test for independence based on mutual information (Q961669) (← links)
- Integral distribution-free statistics of \(L_p\)-type and their asymptotic comparison (Q961803) (← links)
- Brownian distance covariance (Q965095) (← links)
- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
- Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence (Q997376) (← links)
- Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process (Q1012532) (← links)
- A-dependence statistics for mutual and serial independence of categorical variables (Q1015891) (← links)
- Testing independence in nonparametric regression (Q1021854) (← links)
- Fourier methods for testing multivariate independence (Q1023517) (← links)
- Testing conditional independence via Rosenblatt transforms (Q1043721) (← links)
- Testing for independence by the empirical characteristic function (Q1070713) (← links)
- Nonparametric tests for the changepoint problem (Q1094781) (← links)
- A test of independence for the coordinates of bivariate censored data (Q1102661) (← links)
- Large deviations and asymptotic efficiency of integral statistics for testing independence (Q1114262) (← links)
- Cramer-von Mises tests for independence (Q1142508) (← links)
- Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process (Q1148057) (← links)
- An asymptotic decomposition for multivariate distribution-free tests of independence (Q1164928) (← links)
- On the empirical process of multivariate, dependent random variables (Q1211771) (← links)
- Asymptotic power properties of the Cramer-von Mises test under contiguous alternatives (Q1231358) (← links)
- On the multivariate two-sample problem using strong approximations of the EDF (Q1248304) (← links)
- Multivariate nonparametric tests for independence (Q1257748) (← links)