Distribution Free Tests of Independence Based on the Sample Distribution Function

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Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs
Non-parametric weighted tests for independence based on empirical copula process
Patterns in random permutations
Bootstrap and permutation tests of independence for point processes
On the weak convergence and the uniform-in-bandwidth consistency of the general conditional U-processes based on the copula representation: multivariate setting
Testing spatial randomness based on empirical distribution function: a study on lattice data
A gamma goodness-of-fit test based on characteristic independence of the mean and coefficient of variation
A study of the power and robustness of a new test for independence against contiguous alternatives
Some blum-kiefer-rosenblatt type tests for the joint independence of variables
A nonparametric distribution-free test for serial independence of errors
General tests of conditional independence based on empirical processes indexed by functions
Integral distribution-free statistics of \(L_p\)-type and their asymptotic comparison
A non-parametric independence test using permutation entropy
Testing conditional independence via Rosenblatt transforms
New two-sample tests based on the integrated empirical copula processes
Adaptive permutation tests for serial independence
Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation
Rényi 100, quantitative and qualitative (in)dependence
On summed nonparametric dependence measures in high dimensions, fixed or large samples
A tree approach for variable selection and its random forest
Measures of Dependence and Tests of Independence
A Nonparametric Test for Independence Based on Sample Space Partitions
An asymptotic decomposition for multivariate distribution-free tests of independence
A smoothed bootstrap test for independence based on mutual information
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
Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data
Some novel models of distributions over the unit square
Testing functional inequalities
Large deviations and asymptotic efficiency of integral statistics for testing independence
Testing independence in high dimensions
Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
Locally robust inference for non-Gaussian SVAR models
Statistical Inferences for Complex Dependence of Multimodal Imaging Data
Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process
Distance-based and RKHS-based dependence metrics in high dimension
A weighted independence test based on smooth estimation of Kendall distribution
Test of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear data
A-dependence statistics for mutual and serial independence of categorical variables
Testing independence for Archimedean copula based on Bernstein estimate of Kendall distribution function
A test of independence for the coordinates of bivariate censored data
A consistent modification of a test for independence based on the empirical characteristic function
A Statistical Method for the Determination of the Appropriate Order in a General Class of Time Series Models
Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
On the weighted tests of independence based on Bernstein empirical copula
Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives
Asymptotic properties of conditional U -statistics using delta sequences
A consistent specification test of independence
Diagnostic tests for innovations of ARMA models using empirical processes of residuals
On some exact distribution-free tests of independence between two random vectors of arbitrary dimensions
A consistent test of independence based on a sign covariance related to Kendall's tau
Copula theory and probabilistic sensitivity analysis: is there a connection?
Recional Dependence For Continuous Bivatiate Densitirs
Testing for bubbles and change-points
An Updated Literature Review of Distance Correlation and Its Applications to Time Series
Testing for serial independence of panel errors
Kernel copula density estimation of Hellinger correlation
Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process
Asymptotic hypotheses testing for the colour blind problem
Tests of independence and randomness based on the empirical copula process
On the multivariate two-sample problem using strong approximations of the EDF
TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION
Some modifications of the Z -tests of normality and their isotones
General tests of independence based on empirical processes indexed by functions
Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
Optimal detection of weak positive latent dependence between two sequences of multiple tests
A multivariate nonparametric test of independence
Extensions of some classical methods in change point analysis
A kernel independence test using projection-based measure in high-dimension
High-dimensional consistent independence testing with maxima of rank correlations
Test for conditional independence with application to conditional screening
Tests of mutual or serial independence of random vectors with applications
Projection-averaging-based cumulative covariance and its use in goodness-of-fit testing for single-index models
Testing the first-order separability hypothesis for spatio-temporal point patterns
Specification tests in nonparametric regression
On a modification of the hoeffding-blum-kiefer-rosenblatt independence criterion
Fourier methods for testing multivariate independence
Testing independence based on Bernstein empirical copula and copula density
On the distribution of Gini’s rank association index
Testing independence for sparse longitudinal data
On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
Projection divergence in the reproducing kernel Hilbert space: asymptotic normality, block-wise and slicing estimation, and computational efficiency
Individual welfare analysis: random quasilinear utility, independence, and confidence bounds
Conditionally independent private information in OCS wildcat auctions
On the empirical process of multivariate, dependent random variables
Weak convergence of the weighted empirical beta copula process
Asymptotic properties of a dimension-robust quadratic dependence measure
On a general theoretical framework of reliability
A nonparametric distribution-free test of independence among continuous random vectors based on L₁-norm
On quadratic functionals of the Brownian sheet and related processes
Limit results for the empirical process of squared residuals in GARCH models.
Testing for a change of the innovation distribution in an ARCH model
Two Wilson-Hilferty type approximations for the null distribution of the Blum, Kiefer and Rosenblatt test of bivariate independence
Asymptotic power properties of the Cramer-von Mises test under contiguous alternatives
Oracle inequalities and upper bounds for kernel conditional U-statistics estimators on manifolds and more general metric spaces associated with operators
The econometrics of auctions with asymmetric anonymous bidders
On relationships between Chatterjee’s and Spearman’s correlation coefficients
Nonparametric tests of independence between random vectors
A random walk through Canadian contributions on empirical processes and their applications in probability and statistics
A multivariate empirical characteristic function test of independence with normal marginals

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