Pages that link to "Item:Q892249"
From MaRDI portal
The following pages link to Bootstrap and permutation tests of independence for point processes (Q892249):
Displayed 8 items.
- Optimal rates for independence testing via $U$-statistic permutation tests (Q130903) (← links)
- Bootstrap and permutation tests of independence for point processes (Q892249) (← links)
- Tests of zero correlation using modified RV coefficient for high-dimensional vectors (Q2321773) (← links)
- Bootstrap- and permutation-based inference for the Mann-Whitney effect for right-censored and tied data (Q2414879) (← links)
- Detection of dependence patterns with delay (Q2803441) (← links)
- Testing independence between two nonhomogeneous point processes in time (Q5033448) (← links)
- Surrogate Data Methods Based on a Shuffling of the Trials for Synchrony Detection: The Centering Issue (Q5380587) (← links)
- Some correlation tests for vectors of large dimension (Q6106184) (← links)