A Consistent Test for Bivariate Dependence
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Publication:4850132
DOI10.2307/1403753zbMATH Open0826.62032OpenAlexW1971138433MaRDI QIDQ4850132FDOQ4850132
Authors: Andrey Feuerverger 
Publication date: 28 November 1995
Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/31cf778aad75987cb4b987e786b80bfdcf7e06d6
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consistencyasymptotic distributionsimulation studyempirical characteristic functiongraphical methodsnormal scoresHájek projectionrank test for bivariate dependenceRosenblatt's test
Cited In (59)
- A consistent statistical test based on bivariate random samples
- Generalization of the HSIC and distance covariance using PDI kernels
- Partial distance correlation
- A class of robust independence tests based on weighted integrals of empirical characteristic functions
- Detecting dependence with Kendall plots
- Distance covariance for stochastic processes
- A homogeneity test for bivariate random variables
- Some novel models of distributions over the unit square
- 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
- Kernel-based tests for joint independence
- Goodness-of-fit testing for time series models via distance covariance
- On distance covariance in metric and Hilbert spaces
- An Updated Literature Review of Distance Correlation and Its Applications to Time Series
- A consistent test of independence based on a sign covariance related to Kendall's tau
- 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
- Testing independence based on Bernstein empirical copula and copula density
- Fourier methods for testing multivariate independence
- Square tray distributions
- 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
- Nonparametric Independence Tests: Space Partitioning and Kernel Approaches
- Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application
- Title not available (Why is that?)
- Distance covariance for random fields
- Least-squares independence regression for non-linear causal inference under non-Gaussian noise
- Asymptotic distributions of high-dimensional distance correlation inference
- Distance covariance for discretized stochastic processes
- The distance standard deviation
- A new Fourier transform algorithm for value-at-risk
- Partial distance correlation with methods for dissimilarities
- 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
- 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
- Discussion of: Brownian distance covariance
- Discussion of: Brownian distance covariance
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
- Applications of distance correlation to time series
- Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs
- 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
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