Affine-invariant rank tests for multivariate independence in independent component models
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Cites work
- scientific article; zbMATH DE number 3151169 (Why is no real title available?)
- scientific article; zbMATH DE number 3909528 (Why is no real title available?)
- scientific article; zbMATH DE number 3373921 (Why is no real title available?)
- scientific article; zbMATH DE number 3376558 (Why is no real title available?)
- A Distribution-Free Multivariate Sign Test Based on Interdirections
- A Multivariate Signed-Rank Test for the One-Sample Location Problem
- A NEW MEASURE OF RANK CORRELATION
- A New Concept for Separability Problems in Blind Source Separation
- A Nonparametric Test of Independence Between Two Vectors
- A Remark on Quadratic Mean Differentiability
- A distribution-free M-estimator of multivariate scatter
- A practical affine equivariant multivariate median
- Asymptotic methods in statistical decision theory
- Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear Model
- Constructing Confidence Sets Using Rank Statistics
- Efficient independent component analysis
- Invariant co-ordinate selection (with discussion)
- Local asymptotic normality of multivariate ARMA processes with a linear trend
- Multivariate Nonparametric Tests of Independence
- Multivariate nonparametric tests in a randomized complete block design
- ON THE PITMAN NON-ADMISSIBILITY OF CORRELOGRAM-BASED METHODS
- On Tyler's \(M\)-functional of scatter in high dimension
- On a Measure of Dependence Between two Random Variables
- On the Independence of k Sets of Normally Distributed Statistical Variables
- Rank scores tests of multivariate independence
- Semiparametrically efficient inference based on signed ranks in symmetric independent component models
- Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
- Sign test of independence between two random vectors.
- Signed-rank tests for location in the symmetric independent component model
- Some New Test Criteria in Multivariate Analysis
- The Efficiency of Some Nonparametric Competitors of the $t$-Test
- The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
Cited in
(10)- Semiparametrically efficient inference based on signed ranks in symmetric independent component models
- Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics
- Characteristics of multivariate distributions and the invariant coordinate system
- On the efficiency of affine invariant multivariate rank tests
- Independent Component Analysis and Blind Signal Separation
- Affine-invariant rank tests for the bivariate one-way layout and for simple regression models
- A data depth based nonparametric test of independence between two random vectors
- Signed-rank tests for location in the symmetric independent component model
- scientific article; zbMATH DE number 1894269 (Why is no real title available?)
- On universally consistent and fully distribution-free rank tests of vector independence
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