IndependenceTests
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Cited in
(51)- 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
- Leveraging mixed and incomplete outcomes via reduced-rank modeling
- MixedIndTests
- ocd
- Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics
- General tests of independence based on empirical processes indexed by functions
- Weak convergence of the weighted empirical beta copula process
- Testing for serial independence in vector autoregressive models
- Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors
- energy
- New measure of the bivariate asymmetry
- Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin
- Fourier-type tests of mutual independence between functional time series
- Tests of serial dependence for multivariate time series with arbitrary distributions
- Some new copula based distribution-free tests of independence among several random variables
- Conditional independence testing via weighted partial copulas
- Linking the Hoeffding-sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski
- An independence test based on recurrence rates
- On some consistent tests of mutual independence among several random vectors of arbitrary dimensions
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
- Inferential procedures based on the integrated empirical characteristic function
- Multivariate nonparametric test of independence
- Optimal detection of weak positive latent dependence between two sequences of multiple tests
- Approximating the null distribution of a class of statistics for testing independence
- TwoCop
- Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages
- VARCLUS
- PearsonDS
- wbsts
- BrainVISA
- mAr
- repfdr
- EDMeasure
- dHSIC
- basta
- Strongly consistent nonparametric tests of conditional independence
- multivariance
- NCSCopula
- Tests of mutual or serial independence of random vectors with applications
- Multiple testing of submatrices of a precision matrix with applications to identification of between pathway interactions
- Computationally efficient approximations for independence tests in non-parametric regression
- Tests of mutual independence among several random vectors using univariate and multivariate ranks of nearest neighbours
- Time-varying periodicity in intraday volatility
- Nonparametric tests of independence based on interpoint distances
- IndepTest
- sphunif
- Discussion of: Brownian distance covariance
- Pairwise distance-based heteroscedasticity test for regressions
- Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process
- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
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