Pattern-based tests for two-dimensional copulas
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- A Non-Parametric Test of Independence
- A condition under which the Pitman and Bahadur approaches to efficiency coincide
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- Confidence sets for a multivariate distribution
- Counting Small Permutation Patterns
- Distribution Free Tests of Independence Based on the Sample Distribution Function
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- High-dimensional consistent independence testing with maxima of rank correlations
- Large networks and graph limits
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- Nonparametric Identification of Copula Structures
- On a modification of the hoeffding-blum-kiefer-rosenblatt independence criterion
- On a new multivariate two-sample test.
- On local and nonlocal measures of efficiency
- On measures of association and a related problem
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
- On the asymptotic statistics of the number of occurrences of multiple permutation patterns
- On the power of Chatterjee’s rank correlation
- On the relation between Hodges‐Lehmann efficiency and Pitman efficiency
- Random permutations generated by delay models and estimation of delay distributions
- Ranks, copulas, and permutons
- Rough asymptotics of probabilities of Chernoff type large deviations for von Mises functionals and U-statistics.
- Testing Statistical Hypotheses
- Testing for equality between two copulas
- Testing for normality in arbitrary dimension
- The Density of the Distribution of the Maximum of a Gaussian Process
- The asymptotic distributions of incomplete U-statistics
- The performance of some correlation coefficients for a general bivariate distribution
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of empirical copula processes
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