A kernel independence test using projection-based measure in high-dimension
From MaRDI portal
Cites work
- 10.1162/153244303768966085
- A class of multivariate distribution-free tests of independence based on graphs
- A consistent multivariate test of association based on ranks of distances
- A consistent test of independence based on a sign covariance related to Kendall's tau
- A high dimensional two-sample test under a low dimensional factor structure
- A new framework for distance and kernel-based metrics in high dimensions
- A NEW MEASURE OF RANK CORRELATION
- A Nonparametric Test of Independence Between Two Vectors
- A two-sample test for high-dimensional data with applications to gene-set testing
- An approximate randomization test for the high-dimensional two-sample Behrens–Fisher problem under arbitrary covariances
- Asymptotic distributions of high-dimensional distance correlation inference
- Ball Covariance: A Generic Measure of Dependence in Banach Space
- Distance metrics for measuring joint dependence with application to causal inference
- Distance-based and RKHS-based dependence metrics in high dimension
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Equivalence of distance-based and RKHS-based statistics in hypothesis testing
- Hilbert space embeddings and metrics on probability measures
- Kernel methods in machine learning
- Kernel two-sample tests in high dimensions: interplay between moment discrepancy and dimension-and-sample orders
- Kernel-based tests for joint independence
- Measuring and testing dependence by correlation of distances
- Multivariate nonparametric tests for independence
- On some consistent tests of mutual independence among several random vectors of arbitrary dimensions
- On some exact distribution-free tests of independence between two random vectors of arbitrary dimensions
- On two-sample mean tests under spiked covariances
- Positive definite functions and generalizations, an historical survey
- Projection correlation between two random vectors
- Robust multivariate nonparametric tests via projection averaging
- Symmetric rank covariances: a generalized framework for nonparametric measures of dependence
- Test of independence for Hilbertian random variables
- Testing independence in high dimensions with sums of rank correlations
- The collected works of Wassily Hoeffding. Ed. by N. I. Fisher and P. K. Sen
- The distance correlation \(t\)-test of independence in high dimension
- Universality, Characteristic Kernels and RKHS Embedding of Measures
- Using distance covariance for improved variable selection with application to learning genetic risk models
This page was built for publication: A kernel independence test using projection-based measure in high-dimension
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7002271)
