Independence testing for mixed data

DOI10.1007/S11009-026-10318-2MaRDI QIDQ7354626zbMATH OpenFDO

Authors Marija Cuparić, B. Milošević

Publication date 21 September 2026

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11009-026-10318-2

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)

Cites work

• A goodness-of-fit test for the compound Poisson exponential model
• A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
• Approximating the null distribution of a class of statistics for testing independence
• Copula in a multivariate mixed discrete-continuous model
• Correlation and dependence
• Cramer-von Mises tests for independence
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• Distribution-free tests for independence against positive quadrant dependence: a generaliza\-tion
• DISTRIBUTION‐FREE TESTS BASED ON SUB‐SAMPLE EXTREMA FOR TESTING AGAINST POSITIVE DEPENDENCE
• Efficient eigenvalue approximation in covariance operators via Rayleigh-Ritz with statistical applications
• Empirical process of concomitants for partly categorial data and applications in statistics
• Equivalence of distance-based and RKHS-based statistics in hypothesis testing
• Flexible independence testing for hyperspherical data: a kernel approach for vectors of different dimensions
• Gaussian copula distributions for mixed data, with application in discrimination
• scientific article; zbMATH DE number 6107964 (Why is no real title available?)
• Linear processes in function spaces. Theory and applications
• Measuring and testing dependence by correlation of distances
• Measuring multivariate association and beyond
• New non-parametric tests for independence
• Nonparametric Copula Estimation for Mixed Insurance Claim Data
• On relationships between the Pearson and the distance correlation coefficients
• Some Covariance Models for Longitudinal Count Data with Overdispersion
• Some Useful Moment Results in Sampling Problems
• Tail comonotonicity and conservative risk measures
• Testing for independence by the empirical characteristic function
• Testing for independence in arbitrary distributions
• Testing independence: count data case
• Tests of independence and randomness based on the empirical copula process
• The collected works of Wassily Hoeffding. Ed. by N. I. Fisher and P. K. Sen
• USP: an independence test that improves on Pearson's chi-squared and the G-test

This page was built for publication: Independence testing for mixed data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7354626)