Pages that link to "Item:Q151604"
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The following pages link to Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence (Q151604):
Displayed 15 items.
- EDMeasure (Q38010) (← links)
- (Q1795594) (redirect page) (← links)
- Asymptotic distributions of high-dimensional distance correlation inference (Q2054473) (← links)
- Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin (Q2063758) (← links)
- A new framework for distance and kernel-based metrics in high dimensions (Q2074298) (← links)
- On some consistent tests of mutual independence among several random vectors of arbitrary dimensions (Q2209730) (← links)
- Distance multivariance: new dependence measures for random vectors (Q2328059) (← links)
- Detecting independence of random vectors: generalized distance covariance and Gaussian covariance (Q2414854) (← links)
- Optimization and testing in linear non‐Gaussian component analysis (Q4970241) (← links)
- Tests of mutual independence among several random vectors using univariate and multivariate ranks of nearest neighbours (Q5065310) (← links)
- Marginal Distance and Hilbert-Schmidt Covariances-Based Independence Tests for Multivariate Functional Data (Q5076363) (← links)
- On finite-population Bayesian inferences for 2<sup><i>K</i></sup> factorial designs with binary outcomes (Q5107365) (← links)
- Distributed testing on mutual independence of massive multivariate data (Q6170105) (← links)
- Measuring linear correlation between random vectors (Q6195215) (← links)
- The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests (Q6200948) (← links)