Data-Driven Rank Tests for Independence
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Recommendations
- Detecting positive quadrant dependence and positive function dependence
- Rank scores tests of multivariate independence
- Robust test for independence in high dimensions
- Testing for independence in arbitrary distributions
- High-dimensional consistent independence testing with maxima of rank correlations
Cited in
(32)- Improved rank-based dependence measures for categorical data.
- Testing noisy numerical data for monotonic association
- A note on testing independence by a copula-based order selection approach
- Univariate likelihood projections and characterizations of the multivariate normal distribution
- Validation of association
- Tests of independence and randomness based on the empirical copula process
- Principal directions of the general Pareto distribution with applications
- Tailor-made tests for goodness of fit to semiparametric hypotheses
- Validation of positive quadrant dependence
- Rank-based redundancy index and parametric inference
- Distribution-free specification tests of conditional models
- A Nonparametric Test for Independence Based on Sample Space Partitions
- Consistent model selection and data-driven smooth tests for longitudinal data in the estimating equations approach
- Data-Driven Rank Tests for Classes of Tail Alternatives
- Data-driven smooth test for a location-scale family
- Testing for Positive Quadrant Dependence
- Revealing Statistical Independence of Two Experimental Data Sets: An Improvement on Spearman’s Algorithm
- Copula-Based Models for the Power of Independence Tests
- A diagnostic test for specification of copulas under censorship
- A Simple Density-Based Empirical Likelihood Ratio Test for Independence
- On boosting the power of Chatterjee’s rank correlation
- Test of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear data
- Measuring reproducibility of high-throughput experiments
- Estimating copula densities, using model selection techniques
- A new set of tools for goodness-of-fit validation
- Data-driven smooth tests for a location-scale family revisited
- Detecting dependence structure: visualization and inference
- Constructing copula functions with weighted geometric means
- The asymptotic efficacies and relative efficiencies of various linear rank tests for independence
- Modelling dependence
- Detecting positive quadrant dependence and positive function dependence
- Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
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