Partial martingale difference correlation
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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
(33)- Estimation for conditional moment models based on martingale difference divergence
- A fast algorithm for computing martingale difference correlation
- Test and Measure for Partial Mean Dependence Based on Machine Learning Methods
- Distance-based and RKHS-based dependence metrics in high dimension
- A kernel-based measure for conditional mean dependence
- Estimation and variable selection for single-index models with non ignorable missing data
- Estimation for single-index models via martingale difference divergence
- An Updated Literature Review of Distance Correlation and Its Applications to Time Series
- Modified martingale difference correlations
- Sparse dimension reduction based on energy and ball statistics
- Martingale difference correlation and its use in high-dimensional variable screening
- Feature filter for estimating central mean subspace and its sparse solution
- Martingale-difference-divergence-based tests for goodness-of-fit in quantile models
- Asymptotic normality for kernel-based test of conditional mean independence in Hilbert space
- Generalized Spectral Tests for Multivariate Martingale Difference Hypotheses
- Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence
- EDMeasure
- Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility
- Measuring and testing for interval quantile dependence
- Feature screening for high-dimensional data with measurement errors using adjusted martingale difference correlation
- Projection correlation between scalar and vector variables and its use in feature screening with multi-response data
- A test of U-type for goodness-of-fit in regression models through martingale difference divergence
- Conditional mean and quantile dependence testing in high dimension
- Partial distance correlation
- Local influence detection of conditional mean dependence
- Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series
- Independence tests with random subspace of two random vectors in high dimension
- A slicing-free perspective to sufficient dimension reduction: selective review and recent developments
- Mean dimension reduction and testing for nonparametric tensor response regression
- Generalized martingale difference divergence: detecting conditional mean independence with applications in variable screening
- A distance covariance test of independence in high dimension, low sample size contexts
- An improved sufficient dimension reduction-based kriging modeling method for high-dimensional evaluation-expensive problems
- Quantile generalized measures of correlation
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