Partial martingale difference correlation
From MaRDI portal
Recommendations
- Martingale difference correlation and its use in high-dimensional variable screening
- Partial distance correlation
- Modified martingale difference correlations
- Partial distance correlation with methods for dissimilarities
- PARTIAL CORRELATION AND CONDITIONAL CORRELATION AS MEASURES OF CONDITIONAL INDEPENDENCE
Cites work
- Brownian distance covariance
- Comparison of permutation methods for the partial correlation and partial mantel tests
- Conditional Distance Correlation
- Dimension reduction for conditional mean in regression
- Direction estimation in single-index models via distance covariance
- Distance covariance in metric spaces
- Equivalence of distance-based and RKHS-based statistics in hypothesis testing
- Integrated likelihood functions for non-Bayesian inference
- Martingale difference correlation and its use in high-dimensional variable screening
- Measuring and testing dependence by correlation of distances
- Partial distance correlation with methods for dissimilarities
- Quantile correlations and quantile autoregressive modeling
- The affinely invariant distance correlation
Cited in
(24)- Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series
- Martingale difference correlation and its use in high-dimensional variable screening
- Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility
- Modified martingale difference correlations
- Estimation for single-index models via martingale difference divergence
- Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence
- Quantile generalized measures of correlation
- Sparse dimension reduction based on energy and ball statistics
- Estimation and variable selection for single-index models with non ignorable missing data
- EDMeasure
- An Updated Literature Review of Distance Correlation and Its Applications to Time Series
- A kernel-based measure for conditional mean dependence
- Partial distance correlation
- Projection correlation between scalar and vector variables and its use in feature screening with multi-response data
- Measuring and testing for interval quantile dependence
- A test of U-type for goodness-of-fit in regression models through martingale difference divergence
- Feature filter for estimating central mean subspace and its sparse solution
- Generalized martingale difference divergence: detecting conditional mean independence with applications in variable screening
- Independence tests with random subspace of two random vectors in high dimension
- Martingale-difference-divergence-based tests for goodness-of-fit in quantile models
- An improved sufficient dimension reduction-based kriging modeling method for high-dimensional evaluation-expensive problems
- A slicing-free perspective to sufficient dimension reduction: selective review and recent developments
- Distance-based and RKHS-based dependence metrics in high dimension
- Conditional mean and quantile dependence testing in high dimension
This page was built for publication: Partial martingale difference correlation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q151601)
