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scientific article; zbMATH DE number 6860779

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 6860779

Statements

scholarly article

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Martin Bilodeau

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Aurélien Guetsop Nangue

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publication date

17 April 2018

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full work available at URL

http://jmlr.csail.mit.edu/papers/v18/16-184.html

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zbMATH Keywords

distance covariance

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Hilbert-Schmidt independence criterion

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Möbius transformation

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mutual independence

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serial independence

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describes a project that uses

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IndependenceTests

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MaRDI profile type

MaRDI publication profile

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10.1162/153244303768966085

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Nonparametric tests of independence between random vectors

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Permutation Statistical Methods

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A multivariate empirical characteristic function test of independence with normal marginals

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A-dependence statistics for mutual and serial independence of categorical variables

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Distribution Free Tests of Independence Based on the Sample Distribution Function

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On the limiting distribution of and critical values for the multivariate Cramer-von Mises statistic

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Multivariate empirical characteristic functions

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Testing for independence by the empirical characteristic function

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An asymptotic decomposition for multivariate distribution-free tests of independence

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Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods

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On testing for independence between the innovations of several time series

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Multivariate nonparametric test of independence

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A Consistent Test for Bivariate Dependence

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Tests of independence and randomness based on the empirical copula process

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A nonparametric test of serial independence for time series and residuals

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Permutation tests. A practical guide to resampling methods for testing hypotheses.

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Algorithmic Learning Theory

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Discussion of: Brownian distance covariance

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A new approach to the BHEP tests for multivariate normality

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A class of invariant consistent tests for multivariate normality

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The Large-Sample Power of Tests Based on Permutations of Observations

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Computing the distribution of quadratic forms in normal variables

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Measuring multivariate association and beyond

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Refined approximations to permutation tests for multivariate inference

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The empirical characteristic function and large sample hypothesis testing

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Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process

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Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process

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A systematic comparison of methods for combining \(p\)-values from independent tests

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Distance covariance in metric spaces

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An introduction to copulas.

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Finite-sample consistency of combination-based permutation tests with application to repeated measures designs

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Kernel-Based Tests for Joint Independence

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A consistent nonparametric test for serial independence

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Bootstrap and randomization tests of some nonparametric hypotheses

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Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing

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Equivalence of distance-based and RKHS-based statistics in hypothesis testing

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Rejoinder: ``Brownian distance covariance''

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Measuring and testing dependence by correlation of distances

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Robustness and efficiency properties of scatter matrices

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Weak convergence and empirical processes. With applications to statistics

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Weak Convergence of Probability Measures on the Function Space $C\lbrack 0, \infty)$

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Large-scale kernel methods for independence testing

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:4636983

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