A Consistent Test for Bivariate Dependence
From MaRDI portal
Publication:4850132
Recommendations
Cited in
(59)- A homogeneity test for bivariate random variables
- Detecting dependence with Kendall plots
- Some novel models of distributions over the unit square
- Distance covariance for stochastic processes
- A consistent statistical test based on bivariate random samples
- Rejoinder: ``Brownian distance covariance
- Multiple square tray distributions.
- Dependence structure and test of independence for some well-known bivariate distributions
- A consistent modification of a test for independence based on the empirical characteristic function
- Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
- Goodness-of-fit testing for time series models via distance covariance
- Kernel-based tests for joint independence
- A consistent test of independence based on a sign covariance related to Kendall's tau
- On distance covariance in metric and Hilbert spaces
- An Updated Literature Review of Distance Correlation and Its Applications to Time Series
- Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
- Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
- A multivariate nonparametric test of independence
- Multi-Panel Kendall plot in light of an ROC curve analysis applied to measuring dependence
- Tests of mutual or serial independence of random vectors with applications
- Fourier methods for testing multivariate independence
- Testing independence based on Bernstein empirical copula and copula density
- Square tray distributions
- Generalization of the HSIC and distance covariance using PDI kernels
- On the uniqueness of distance covariance
- Asymptotic properties of a dimension-robust quadratic dependence measure
- Threshold selection for multivariate heavy-tailed data
- A Hilbert Space Embedding for Distributions
- Test of independence for Baker's bivariate distributions
- A multivariate empirical characteristic function test of independence with normal marginals
- A test of independence based on a generalized correlation function
- Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application
- Nonparametric Independence Tests: Space Partitioning and Kernel Approaches
- scientific article; zbMATH DE number 3899962 (Why is no real title available?)
- Least-squares independence regression for non-linear causal inference under non-Gaussian noise
- Distance covariance for random fields
- Asymptotic distributions of high-dimensional distance correlation inference
- Distance covariance for discretized stochastic processes
- The distance standard deviation
- Partial distance correlation with methods for dissimilarities
- A new Fourier transform algorithm for value-at-risk
- Partial distance correlation
- Nonparametric measures of dependence for biometric data studies
- Quantile curves and dependence structure for bivariate distributions
- Tests for independence in non-parametric heteroscedastic regression models
- A class of robust independence tests based on weighted integrals of empirical characteristic functions
- Nonparametric tests of independence based on interpoint distances
- Power Assessment of a New Test of Independence
- Fourier-type tests of mutual independence between functional time series
- A new test of independence for bivariate observations
- Energy statistics: a class of statistics based on distances
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
- Discussion of: Brownian distance covariance
- Discussion of: Brownian distance covariance
- Applications of distance correlation to time series
- Strongly consistent nonparametric tests of conditional independence
- On universally consistent and fully distribution-free rank tests of vector independence
- A distance-based test of independence between two multivariate time series
- Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs
This page was built for publication: A Consistent Test for Bivariate Dependence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4850132)
