The following pages link to Brownian distance covariance (Q965095):
Displaying 50 items.
- Equivalence of distance-based and RKHS-based statistics in hypothesis testing (Q85652) (← links)
- The distance standard deviation (Q85655) (← links)
- A fast algorithm for computing distance correlation (Q113800) (← links)
- A new coefficient of correlation (Q130047) (← links)
- Partial distance correlation with methods for dissimilarities (Q136776) (← links)
- Partial martingale difference correlation (Q151601) (← links)
- Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence (Q151604) (← links)
- On quantifying dependence: a framework for developing interpretable measures (Q254346) (← links)
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
- A measure of dependence for stable distributions (Q291410) (← links)
- High-dimensional inference on covariance structures via the extended cross-data-matrix methodology (Q311815) (← links)
- Distance covariance in metric spaces (Q378803) (← links)
- Energy statistics: a class of statistics based on distances (Q389244) (← links)
- The distance correlation \(t\)-test of independence in high dimension (Q391599) (← links)
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology (Q391612) (← links)
- Direction estimation in single-index models via distance covariance (Q391876) (← links)
- Measuring association and dependence between random vectors (Q391917) (← links)
- Properties of spectral covariance for linear processes with infinite variance (Q406614) (← links)
- Estimation and testing for spatially indexed curves with application to ionospheric and magnetic field trends (Q439160) (← links)
- Testing the structure of the covariance matrix with fewer observations than the dimension (Q450870) (← links)
- A class of multivariate distribution-free tests of independence based on graphs (Q451189) (← links)
- Data based identification and prediction of nonlinear and complex dynamical systems (Q521774) (← links)
- Local Gaussian correlation: a new measure of dependence (Q528115) (← links)
- Distance correlation coefficients for Lancaster distributions (Q730422) (← links)
- Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation (Q746325) (← links)
- On relationships between the Pearson and the distance correlation coefficients (Q826707) (← links)
- A brief review of linear sufficient dimension reduction through optimization (Q826971) (← links)
- MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection (Q829724) (← links)
- On a nonparametric notion of residual and its applications (Q899668) (← links)
- DISCO analysis: A nonparametric extension of analysis of variance (Q993272) (← links)
- A significance test of the RV coefficient in high dimensions (Q1615268) (← links)
- Robust dependence measure for detecting associations in large data set (Q1636995) (← links)
- The randomized information coefficient: assessing dependencies in noisy data (Q1640393) (← links)
- An empirical study of the maximal and total information coefficients and leading measures of dependence (Q1647596) (← links)
- Integrative exploration of large high-dimensional datasets (Q1647602) (← links)
- Kernel-penalized regression for analysis of microbiome data (Q1647639) (← links)
- Goodness-of-fit test for nonparametric regression models: smoothing spline ANOVA models as example (Q1662327) (← links)
- Supervised dimension reduction for ordinal predictors (Q1662936) (← links)
- A martingale-difference-divergence-based test for specification (Q1673555) (← 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)
- Supervised dimensionality reduction via distance correlation maximization (Q1746548) (← links)
- Systemic risk and causality dynamics of the world international shipping market (Q1783122) (← links)
- A note on testing independence by a copula-based order selection approach (Q1945057) (← links)
- Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts (Q1950853) (← links)
- Measuring and testing for interval quantile dependence (Q1991673) (← links)
- Distance-based and RKHS-based dependence metrics in high dimension (Q1996774) (← links)
- A distribution-free test of independence based on mean variance index (Q2002722) (← links)
- Calibrating dependence between random elements (Q2031009) (← links)
