Nonparametric Independence Tests: Space Partitioning and Kernel Approaches
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Recommendations
- A Nonparametric Test for Independence Based on Sample Space Partitions
- Testing independence by nonparametric kernel method
- Kernel-based tests for joint independence
- Large-scale kernel methods for independence testing
- Multivariate tests of independence based on a new class of measures of independence in reproducing kernel Hilbert space
- scientific article; zbMATH DE number 5524403
- Nonparametric tests of independence between random vectors
- scientific article; zbMATH DE number 3949501
- Nonparametric tests of independence based on interpoint distances
Cites work
- 10.1162/153244303768966085
- A Consistent Test for Bivariate Dependence
- A Non-Parametric Test of Independence
- A quadratic measure of deviation of two-dimensional density estimates and a test of independence
- A topological criterion for hypothesis testing
- Algorithmic Learning Theory
- Asymptotic distributions for goodness-of-fit statistics in a sequence of multinomial models
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Consistent nonparametric tests of independence
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Efficiencies of chi-square and likelihood ratio goodness-of-fit tests
- Goodness-of-fit statistics for discrete multivariate data
- Hilbert space embeddings and metrics on probability measures
- scientific article; zbMATH DE number 4201400 (Why is no real title available?)
- scientific article; zbMATH DE number 4170917 (Why is no real title available?)
- scientific article; zbMATH DE number 3909518 (Why is no real title available?)
- Large deviations of divergence measures on partitions
- On moderate and large deviations in multinomial distributions
- On the asymptotic normality of \(L_ p\)-norms of empirical functionals
- On the asymptotic normality of the L1‐ and L2‐errors in histogram density estimation
- On the Asymptotic Properties of a Nonparametric<tex>$L_1$</tex>-Test Statistic of Homogeneity
- On the influence of the kernel on the consistency of support vector machines
Cited in
(20)- Optimal rates for independence testing via U-statistic permutation tests
- Testing independence by nonparametric kernel method
- A Bayesian nonparametric approach to testing for dependence between random variables
- Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors
- Entropy-based independence test
- Multivariate tests of independence based on a new class of measures of independence in reproducing kernel Hilbert space
- Consistent distribution-free K-sample and independence tests for univariate random variables
- Kernel methods for independence measurement with coefficient constraints
- Consistent nonparametric tests of independence
- Kernel methods for measuring independence
- A Nonparametric Test for Independence Based on Sample Space Partitions
- Kernel-based tests for joint independence
- Expected conditional characteristic function-based measures for testing independence
- BET on independence
- Revealing Statistical Independence of Two Experimental Data Sets: An Improvement on Spearman’s Algorithm
- Discussion of: Brownian distance covariance
- Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
- A test of independence based on a generalized correlation function
- Pitman efficiency lower bounds for multivariate distribution-free tests based on optimal transport
- Testing independence in high dimensions
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