Pages that link to "Item:Q151601"
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The following pages link to Partial martingale difference correlation (Q151601):
Displayed 17 items.
- EDMeasure (Q38010) (← links)
- Conditional mean and quantile dependence testing in high dimension (Q1747737) (← links)
- Measuring and testing for interval quantile dependence (Q1991673) (← links)
- Distance-based and RKHS-based dependence metrics in high dimension (Q1996774) (← links)
- A kernel-based measure for conditional mean dependence (Q2242014) (← links)
- Feature filter for estimating central mean subspace and its sparse solution (Q2242163) (← links)
- Martingale-difference-divergence-based tests for goodness-of-fit in quantile models (Q2301110) (← links)
- Estimation for single-index models via martingale difference divergence (Q2416786) (← links)
- Independence tests with random subspace of two random vectors in high dimension (Q2692934) (← links)
- Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series (Q4690952) (← links)
- Modified martingale difference correlations (Q5012350) (← links)
- Projection correlation between scalar and vector variables and its use in feature screening with multi-response data (Q5036832) (← links)
- Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence (Q6064237) (← links)
- An Updated Literature Review of Distance Correlation and Its Applications to Time Series (Q6086614) (← links)
- An improved sufficient dimension reduction-based kriging modeling method for high-dimensional evaluation-expensive problems (Q6120130) (← links)
- Sparse dimension reduction based on energy and ball statistics (Q6161663) (← links)
- Generalized martingale difference divergence: detecting conditional mean independence with applications in variable screening (Q6167038) (← links)