Pages that link to "Item:Q5790730"

The following pages link to A Non-Parametric Test of Independence (Q5790730):

Displaying 50 items.

• Ball Covariance: A Generic Measure of Dependence in Banach Space (Q76129) (← links)
• The Hardness of Conditional Independence Testing and the Generalised Covariance Measure (Q118262) (← links)
• Correlation between graphs with an application to brain network analysis (Q126082) (← links)
• A new coefficient of correlation (Q130047) (← links)
• Optimal rates for independence testing via $U$-statistic permutation tests (Q130903) (← links)
• A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models (Q141126) (← links)
• Large-Sample Theory for the Bergsma-Dassios Sign Covariance (Q146217) (← links)
• Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence (Q151604) (← links)
• Model-free sure screening via maximum correlation (Q276978) (← links)
• On some exact distribution-free tests of independence between two random vectors of arbitrary dimensions (Q282902) (← links)
• Testing the Markov property with high frequency data (Q288343) (← links)
• Specification tests in nonparametric regression (Q291106) (← links)
• A measure of dependence for stable distributions (Q291410) (← links)
• A non-parametric independence test using permutation entropy (Q292144) (← links)
• Information dependency: strong consistency of Darbellay-Vajda partition estimators (Q393626) (← links)
• Strongly consistent nonparametric tests of conditional independence (Q426704) (← links)
• Engel's law reconsidered (Q433143) (← links)
• Estimation of the regression slope by means of Gini's cograduation index (Q524888) (← links)
• A multivariate version of Hoeffding's phi-square (Q604371) (← links)
• A class of asymptotically normal degenerate quasi \(U\)-statistics (Q652605) (← links)
• Empirical approximations for Hoeffding's test of bivariate independence using two Weibull extensions (Q713824) (← links)
• Some modifications of the Z -tests of normality and their isotones (Q713875) (← links)
• Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation (Q746325) (← links)
• Decision rules, based on the distance, for the problems of independence, invariance and two samples (Q767821) (← links)
• The asymptotic distributions of generalized U-statistics with applications to random graphs (Q811004) (← links)
• A test for independence of two stationary infinite order autoregressive processes (Q816595) (← links)
• Bootstrap and permutation tests of independence for point processes (Q892249) (← links)
• A gamma goodness-of-fit test based on characteristic independence of the mean and coefficient of variation (Q951040) (← links)
• Testing spatial randomness based on empirical distribution function: a study on lattice data (Q958764) (← links)
• Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
• Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence (Q997376) (← links)
• Testing independence in nonparametric regression (Q1021854) (← links)
• Fourier methods for testing multivariate independence (Q1023517) (← links)
• A non-parametric test for independence based on symbolic dynamics (Q1030001) (← links)
• Testing conditional independence via Rosenblatt transforms (Q1043721) (← links)
• Testing for independence by the empirical characteristic function (Q1070713) (← links)
• Large deviations and asymptotic efficiency of integral statistics for testing independence (Q1114262) (← links)
• Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process (Q1148057) (← links)
• An asymptotic decomposition for multivariate distribution-free tests of independence (Q1164928) (← links)
• A central limit theorem for decomposable random variables with applications to random graphs (Q1264157) (← links)
• A consistent modification of a test for independence based on the empirical characteristic function (Q1269980) (← links)
• Bahadur efficiency and local asymptotic optimality of certain nonparametric tests for independence (Q1270426) (← links)
• On the proper bounds of the Gini correlation (Q1292440) (← links)
• The almost sure invariance principles of degenerate \(U\)-statistics of degree two for stationary random variables (Q1316605) (← links)
• Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives (Q1327553) (← links)
• Tail behaviour of Gaussian processes with applications to the Brownian pillow. (Q1426355) (← links)
• A modified weighted TOPSIS to identify influential nodes in complex networks (Q1619021) (← links)
• Robust dependence measure for detecting associations in large data set (Q1636995) (← links)
• Censored cumulative residual independent screening for ultrahigh-dimensional survival data (Q1642144) (← links)
• On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison (Q1643026) (← links)