Nonparametric tests of independence between random vectors
From MaRDI portal
Publication:2474244
DOI10.1016/j.jmva.2007.01.009zbMath1130.62040OpenAlexW2033839360MaRDI QIDQ2474244
Publication date: 5 March 2008
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2007.01.009
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (21)
Linking the Hoeffding-sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski ⋮ Multivariate nonparametric test of independence ⋮ Tests of mutual independence among several random vectors using univariate and multivariate ranks of nearest neighbours ⋮ An independence test based on recurrence rates ⋮ A random walk through Canadian contributions on empirical processes and their applications in probability and statistics ⋮ Approximating the null distribution of a class of statistics for testing independence ⋮ General tests of conditional independence based on empirical processes indexed by functions ⋮ Strongly consistent nonparametric tests of conditional independence ⋮ Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process ⋮ Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India ⋮ Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages ⋮ General tests of independence based on empirical processes indexed by functions ⋮ Applications and asymptotic power of marginal-free tests of stochastic vectorial independence ⋮ Multiple Testing of Submatrices of a Precision Matrix With Applications to Identification of Between Pathway Interactions ⋮ Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence ⋮ Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process ⋮ A-dependence statistics for mutual and serial independence of categorical variables ⋮ Discussion of: Brownian distance covariance ⋮ Tests of serial dependence for multivariate time series with arbitrary distributions ⋮ Unnamed Item ⋮ Conditional independence testing via weighted partial copulas
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Confidence sets for a multivariate distribution
- An asymptotic decomposition for multivariate distribution-free tests of independence
- Empirical discrepancies and subadditive processes
- Weak convergence and empirical processes. With applications to statistics
- Tests of independence and randomness based on the empirical copula process
- A multivariate empirical characteristic function test of independence with normal marginals
- Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
- A Nonparametric Test of Independence Between Two Vectors
- Generalizations of the Glivenko-Cantelli Theorem
- A multivariate nonparametric test of independence among many vectors
- Vector correlation based on ranks and a nonparametric test of no association between vectors1
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Some Theorems on Distribution Functions
- A Non-Parametric Test of Independence
- Generalization of the Theorem of Glivenko-Cantelli
- A nonparametric test of serial independence for time series and residuals
- The impact of the bootstrap on statistical algorithms and theory
This page was built for publication: Nonparametric tests of independence between random vectors