energy
From MaRDI portal
Energy (E-Statistics: Multivariate Inference via the Energy of Data)
Cited in
(only showing first 100 items - show all)- cassowaryr
- etree
- biosensors.usc
- Statsomat
- TDAkit
- Optimal rates for independence testing via U-statistic permutation tests
- DGCIT
- gmGeostats
- CircMLE
- MMD GAN
- KnockoffGAN
- HDLSSkST
- testOTM
- itdr
- EBCT
- carData
- gTests
- USP
- Tests for multivariate normality -- a critical review with emphasis on weighted L^2-statistics
- linkspotter
- Partial distance correlation with methods for dissimilarities
- mgc
- HellCor
- fAssets
- Large-Sample Theory for the Bergsma-Dassios Sign Covariance
- Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics
- EnergyOnlineCPM
- aSPC
- MCMC
- A Jensen-Gini measure of divergence with application in parameter estimation
- Hotelling's \(T^2\) in separable Hilbert spaces
- Testing for central symmetry and inference of the unknown center
- nortest
- Testing the adequacy of semiparametric transformation models
- Estimation of the continuous ranked probability score with limited information and applications to ensemble weather forecasts
- Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data
- Geostatistical simulation of geochemical compositions in the presence of multiple geological units: application to mineral resource evaluation
- Pairwise distance-based tests for conditional symmetry
- MNM
- nbpMatching
- PASW
- Demand forecasting of individual probability density functions with machine learning
- Support points
- Robust multivariate nonparametric tests via projection averaging
- randtoolbox
- A distribution-free test of independence based on mean variance index
- Testing for normality in any dimension based on a partial differential equation involving the moment generating function
- fds
- VaR
- GSLIB
- roblm
- coin
- Functional ANOVA based on empirical characteristic functionals
- A regression perspective on generalized distance covariance and the Hilbert-Schmidt independence criterion
- Performance analysis of greedy algorithms for minimising a maximum mean discrepancy
- Sequential support points
- The Stein effect for Fréchet means
- High-dimensional tests for mean vector: approaches without estimating the mean vector directly
- Modelling interaction patterns in a predator-prey system of two freshwater organisms in discrete time: an identified structural VAR approach
- Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing
- MHadaptive
- Characterizations of non-normalized discrete probability distributions and their application in statistics
- Some clustering-based exact distribution-free \(k\)-sample tests applicable to high dimension, low sample size data
- Covariates distributions balancing for continuous treatment
- The perfect marriage and much more: combining dimension reduction, distance measures and covariance
- Two-sample test for equal distributions in separate metric space: New maximum mean discrepancy based approaches
- Central limit theorems for classical multidimensional scaling
- Minimum-energy measures for singular kernels
- Change-point methods for multivariate time-series: paired vectorial observations
- Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India
- Variable importance assessments and backward variable selection for multi-sample problems
- A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses
- A novel approach of dependence measure for complex signals
- SpatialNP
- asbio
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
- Hybrid Wasserstein distance and fast distribution clustering
- Empirical likelihood test for diagonal symmetry
- Model-free two-sample test for network-valued data
- On some graph-based two-sample tests for high dimension, low sample size data
- The BLUE in continuous-time regression models with correlated errors
- gPdtest
- A rank-based Cramér-von-Mises-type test for two samples
- mvShapiroTest
- Inferential procedures based on the integrated empirical characteristic function
- A generalization of an integral arising in the theory of distance correlation
- An affine equivariant multivariate normal score transform for compositional data
- Multivariate nonparametric test of independence
- Some high-dimensional one-sample tests based on functions of interpoint distances
- Variable selection in functional additive regression models
- Bregman divergences based on optimal design criteria and simplicial measures of dispersion
- TwoCop
- Open TURNS
- AS 181
- AneuRisk65
- npmv
- StatDA
- PearsonDS
- Cramer
- Goodness-of-fit test for skew normality based on energy statistics
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