Distribution Free Tests of Independence Based on the Sample Distribution Function

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Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
A-dependence statistics for mutual and serial independence of categorical variables
Testing independence in nonparametric regression
Fourier methods for testing multivariate independence
Testing conditional independence via Rosenblatt transforms
Testing for independence by the empirical characteristic function
Nonparametric tests for the changepoint problem
A test of independence for the coordinates of bivariate censored data
Large deviations and asymptotic efficiency of integral statistics for testing independence
Cramer-von Mises tests for independence
Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process
An asymptotic decomposition for multivariate distribution-free tests of independence
On the empirical process of multivariate, dependent random variables
Asymptotic power properties of the Cramer-von Mises test under contiguous alternatives
On the multivariate two-sample problem using strong approximations of the EDF
Multivariate nonparametric tests for independence
A consistent modification of a test for independence based on the empirical characteristic function
Bahadur efficiency and local asymptotic optimality of certain nonparametric tests for independence
A new coefficient of correlation
Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives
On nonparametric tests for symmetry in \(R^ m\)
A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
Tail behaviour of Gaussian processes with applications to the Brownian pillow.
Large-Sample Theory for the Bergsma-Dassios Sign Covariance
Conditionally independent private information in OCS wildcat auctions
Testing for serial independence of panel errors
A distributional identity for the bivariate Brownian bridge: a nontensor Gaussian field
General tests of independence based on empirical processes indexed by functions
Copula theory and probabilistic sensitivity analysis: is there a connection?
Weak convergence of the weighted empirical beta copula process
Two Wilson-Hilferty type approximations for the null distribution of the Blum, Kiefer and Rosenblatt test of bivariate independence
Empirical process of the squared residuals of an ARCH sequence
Some novel models of distributions over the unit square
Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests
A note on testing independence by a copula-based order selection approach
Asymptotic independence of correlation coefficients with application to testing hypothesis of independence
Measures of radial asymmetry for bivariate random vectors
Measuring and testing for interval quantile dependence
High-dimensional consistent independence testing with maxima of rank correlations
Distance-based and RKHS-based dependence metrics in high dimension
Asymptotic hypotheses testing for the colour blind problem
Asymptotic distributions of high-dimensional distance correlation inference
Change-point problems for multivariate time series using pseudo-observations
Independence tests in the presence of measurement errors: an invariance law
Stable correlation and robust feature screening
Statistical dependence: beyond Pearson's
On universally consistent and fully distribution-free rank tests of vector independence
Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional U-statistics involving functional data
Nonparametric comparison of epidemic time trends: the case of COVID-19
Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing
Bayesian nonparametric test for independence between random vectors
Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India
Rényi 100, quantitative and qualitative (in)dependence
Testing the first-order separability hypothesis for spatio-temporal point patterns
Projection-averaging-based cumulative covariance and its use in goodness-of-fit testing for single-index models
Test for conditional independence with application to conditional screening
Tests of independence and randomness based on the empirical copula process
A new test of independence for bivariate observations
Optimal detection of weak positive latent dependence between two sequences of multiple tests
A consistent test of independence based on a sign covariance related to Kendall's tau
Asymptotic properties of a dimension-robust quadratic dependence measure
Nonparametric tests of independence between random vectors
On quadratic functionals of the Brownian sheet and related processes
A multivariate nonparametric test of independence
Universal codes as a basis for nonparametric testing of serial independence for time series
Extensions of some classical methods in change point analysis
A multivariate empirical characteristic function test of independence with normal marginals
Limit results for the empirical process of squared residuals in GARCH models.
Patterns in random permutations
Measuring association with Wasserstein distances
Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data
Power Assessment of a New Test of Independence
On some exact distribution-free tests of independence between two random vectors of arbitrary dimensions
New two-sample tests based on the integrated empirical copula processes
An extremal problem with applications to the problem of testing multivariate independence
Specification tests in nonparametric regression
A measure of dependence for stable distributions
A non-parametric independence test using permutation entropy
The autodependogram: a graphical device to investigate serial dependences
Some properties of local Gaussian correlation and other nonlinear dependence measures
A Nonparametric Test for Independence Based on Sample Space Partitions
Nonparametric Independence Tests: Space Partitioning and Kernel Approaches
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
On the theory of modified randomization tests for nonparametric hypotheses
Recional Dependence For Continuous Bivatiate Densitirs
Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
On a cramér-von mises type statistic for testing bivariate independence
A test for bivariate symmetry based on the empirical distribution function
Tests of randomness in two dimensions
Strongly consistent nonparametric tests of conditional independence
Critical values and powers for tests of uniformity of directions under multivariate normality
Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions
Some blum-kiefer-rosenblatt type tests for the joint independence of variables
Measures of Dependence and Tests of Independence
A consistent specification test of independence
Test of Independence in the Farlie–Gumbel–Morgenstern Distribution
Robustness Properties of the Pitman–Morgan Test
Tests of mutual or serial independence of random vectors with applications
Some invariance principles for rank statistics for testing independence
A Statistical Method for the Determination of the Appropriate Order in a General Class of Time Series Models

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