Pages that link to "Item:Q5754866"
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The following pages link to Multivariate Nonparametric Tests of Independence (Q5754866):
Displaying 32 items.
- Simplicial bivariate tests for randomness (Q273769) (← links)
- On high-dimensional sign tests (Q282562) (← links)
- On some exact distribution-free tests of independence between two random vectors of arbitrary dimensions (Q282902) (← links)
- Affine-invariant rank tests for multivariate independence in independent component models (Q309594) (← links)
- A class of multivariate distribution-free tests of independence based on graphs (Q451189) (← links)
- Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho (Q745523) (← links)
- Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (Q745540) (← links)
- Brownian distance covariance (Q965095) (← links)
- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
- Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process (Q1012532) (← links)
- Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors (Q2006742) (← links)
- Some new copula based distribution-free tests of independence among several random variables (Q2082331) (← links)
- On universally consistent and fully distribution-free rank tests of vector independence (Q2091822) (← links)
- Symmetrical independence tests for two random vectors with arbitrary dimensional graphs (Q2131147) (← links)
- Multivariate tests of independence and their application in correlation analysis between financial markets (Q2196137) (← links)
- Sign tests for weak principal directions (Q2203629) (← links)
- Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India (Q2208421) (← links)
- The classification permutation test: a flexible approach to testing for covariate imbalance in observational studies (Q2281195) (← links)
- Multivariate nonparametric tests (Q2503952) (← links)
- Multivariate tests of independence based on a new class of measures of independence in reproducing kernel Hilbert space (Q2692923) (← links)
- Measuring large comovements in financial markets (Q2873533) (← links)
- Power Analysis of Projection-Pursuit Independence Tests (Q5037833) (← links)
- Tests of mutual independence among several random vectors using univariate and multivariate ranks of nearest neighbours (Q5065310) (← links)
- Independence test in high-dimension using distance correlation and power enhancement technique (Q5077492) (← links)
- Incomplete interdirections and lift-interdirections (Q5221300) (← links)
- Nonparametric tests of independence based on interpoint distances (Q5221306) (← links)
- A data depth based nonparametric test of independence between two random vectors (Q6536690) (← links)
- Test of independence for Hilbertian random variables (Q6543928) (← links)
- Statistical Inferences for Complex Dependence of Multimodal Imaging Data (Q6567943) (← links)
- On the test of covariance between two high-dimensional random vectors (Q6581291) (← links)
- Some Multivariate Tests of Independence Based on Ranks of Nearest Neighbors (Q6622412) (← links)
- Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics (Q6632598) (← links)
