Pages that link to "Item:Q85652"

The following pages link to Equivalence of distance-based and RKHS-based statistics in hypothesis testing (Q85652):

Displaying 50 items.

• dcortools (Q53111) (← links)
• A Kernel Multiple Change-point Algorithm via Model Selection (Q80474) (← links)
• The distance standard deviation (Q85655) (← links)
• A fast algorithm for computing distance correlation (Q113800) (← links)
• Optimal rates for independence testing via $U$-statistic permutation tests (Q130903) (← links)
• Partial distance correlation with methods for dissimilarities (Q136776) (← links)
• Partial martingale difference correlation (Q151601) (← links)
• Distance correlation coefficients for Lancaster distributions (Q730422) (← links)
• A significance test of the RV coefficient in high dimensions (Q1615268) (← links)
• An empirical study of the maximal and total information coefficients and leading measures of dependence (Q1647596) (← links)
• Ball divergence: nonparametric two sample test (Q1650071) (← links)
• Expected similarity estimation for large-scale batch and streaming anomaly detection (Q1689600) (← links)
• Large-scale kernel methods for independence testing (Q1702289) (← links)
• Applications of distance correlation to time series (Q1708994) (← links)
• Four simple axioms of dependence measures (Q1731093) (← links)
• General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
• Conditional mean and quantile dependence testing in high dimension (Q1747737) (← links)
• New efficient algorithms for multiple change-point detection with reproducing kernels (Q1796951) (← links)
• Distance-based and RKHS-based dependence metrics in high dimension (Q1996774) (← links)
• Robust multivariate nonparametric tests via projection averaging (Q1996775) (← links)
• Probabilistic sensitivity measures as information value (Q2029043) (← links)
• A basic treatment of the distance covariance (Q2047370) (← links)
• The exact equivalence of distance and kernel methods in hypothesis testing (Q2058548) (← links)
• Stable correlation and robust feature screening (Q2070420) (← links)
• A new framework for distance and kernel-based metrics in high dimensions (Q2074298) (← links)
• Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
• A review of goodness-of-fit tests for models involving functional data (Q2087099) (← links)
• On universally consistent and fully distribution-free rank tests of vector independence (Q2091822) (← links)
• A regression perspective on generalized distance covariance and the Hilbert-Schmidt independence criterion (Q2092898) (← links)
• Performance analysis of greedy algorithms for minimising a maximum mean discrepancy (Q2104022) (← links)
• High-dimensional variable screening through kernel-based conditional mean dependence (Q2112254) (← links)
• Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing (Q2131264) (← links)
• Testing independence and goodness-of-fit jointly for functional linear models (Q2131993) (← links)
• Bayesian nonparametric test for independence between random vectors (Q2189593) (← links)
• Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India (Q2208421) (← links)
• On some consistent tests of mutual independence among several random vectors of arbitrary dimensions (Q2209730) (← links)
• Comparing a large number of multivariate distributions (Q2214253) (← links)
• Rényi 100, quantitative and qualitative (in)dependence (Q2236653) (← links)
• A kernel-based measure for conditional mean dependence (Q2242014) (← links)
• Sufficient variable selection using independence measures for continuous response (Q2274957) (← links)
• The BLUE in continuous-time regression models with correlated errors (Q2313274) (← links)
• Distance multivariance: new dependence measures for random vectors (Q2328059) (← links)
• Antithetic and Monte Carlo kernel estimators for partial rankings (Q2329828) (← links)
• Robust sufficient dimension reduction via ball covariance (Q2337328) (← links)
• A generalization of an integral arising in the theory of distance correlation (Q2343639) (← links)
• A one-sample test for normality with kernel methods (Q2419660) (← links)
• Bregman divergences based on optimal design criteria and simplicial measures of dispersion (Q2423177) (← links)
• A consistent test of independence based on a sign covariance related to Kendall's tau (Q2448720) (← links)
• A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families (Q2674489) (← links)
• Multivariate tests of independence based on a new class of measures of independence in reproducing kernel Hilbert space (Q2692923) (← links)