A Non-Parametric Test of Independence

Cited In (only showing first 100 items - show all)

Information dependency: strong consistency of Darbellay-Vajda partition estimators
A gamma goodness-of-fit test based on characteristic independence of the mean and coefficient of variation
An empirical study of the maximal and total information coefficients and leading measures of dependence
A non-parametric independence test using permutation entropy
Testing conditional independence via Rosenblatt transforms
Measures of Dependence and Tests of Independence
Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation
BET on independence
Derivative-based generalized sensitivity indices and Sobol' indices
An asymptotic decomposition for multivariate distribution-free tests of independence
Adaptive test of independence based on HSIC measures
Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages
Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process
Model-free sure screening via maximum correlation
On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison
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
Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives
Tests of serial independence based on Kendall's process
Second order Hadamard differentiability in statistical applications.
A consistent test of independence based on a sign covariance related to Kendall's tau
A non-parametric test for independence based on symbolic dynamics
On some exact distribution-free tests of independence between two random vectors of arbitrary dimensions
TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION
Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
Testing independence in high dimensions with sums of rank correlations
Some modifications of the Z -tests of normality and their isotones
A multivariate nonparametric test of independence
Testing the Markov property with high frequency data
Equitability, mutual information, and the maximal information coefficient
Specification tests in nonparametric regression
Engel's law reconsidered
Fourier methods for testing multivariate independence
Asymptotic properties of a dimension-robust quadratic dependence measure
On quadratic functionals of the Brownian sheet and related processes
On measures of association and a related problem
Nonparametric tests of independence between random vectors
Locally most powerful rank tests of independence for copula models
A nonparametric test of serial independence for time series and residuals
Testing independence between exogenous variables and unobserved errors
Fast surrogates of U-statistics
Large-Sample Theory for the Bergsma-Dassios Sign Covariance
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
Robustness Properties of the Pitman–Morgan Test
Model free estimation of graphical model using gene expression data
A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
Ball Covariance: A Generic Measure of Dependence in Banach Space
Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics
Bahadur efficiency and local asymptotic optimality of certain nonparametric tests for independence
The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
Testing independence in nonparametric regression
A new coefficient of correlation
On the proper bounds of the Gini correlation
Universal codes as a basis for nonparametric testing of serial independence for time series
The Hellinger Correlation
Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions
Asymptotic independence of correlation coefficients with application to testing hypothesis of independence
Some properties of local Gaussian correlation and other nonlinear dependence measures
A class of asymptotically normal degenerate quasi \(U\)-statistics
Equitability, interval estimation, and statistical power
Testing Conditional Independence Restrictions
Quasirandom Latin squares
Empirical approximations for Hoeffding's test of bivariate independence using two Weibull extensions
Correlation between graphs with an application to brain network analysis
Optimal rates for independence testing via \(U\)-statistic permutation tests
A measure of dependence for stable distributions
Testing for independence by the empirical characteristic function
The asymptotic distributions of generalized U-statistics with applications to random graphs
Tail behaviour of Gaussian processes with applications to the Brownian pillow.
Nonparametric entropy-based tests of independence between stochastic processes
A central limit theorem for decomposable random variables with applications to random graphs
Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
A multivariate version of Hoeffding's phi-square
Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs
Strongly consistent nonparametric tests of conditional independence
Patterns in random permutations
Estimation of the regression slope by means of Gini's cograduation index
Bootstrap and permutation tests of independence for point processes
Adaptive permutation tests for serial independence
Testing spatial randomness based on empirical distribution function: a study on lattice data
Influential node detection of social networks based on network invulnerability
Rényi 100, quantitative and qualitative (in)dependence
A Nonparametric Test for Independence Based on Sample Space Partitions
Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data
Pairwise nonlinear dependence analysis of genomic data
A chi-square-type test for covariances
Large deviations and asymptotic efficiency of integral statistics for testing independence
Four simple axioms of dependence measures
Test of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear data
Distance-based and RKHS-based dependence metrics in high dimension
A consistent specification test of independence
A distribution-free test of independence based on mean variance index
Inferring the finest pattern of mutual independence from data
A bayesian method for inferring the degree fo dependence for a positively quadrant dependent distribution
Copula theory and probabilistic sensitivity analysis: is there a connection?
Characterization of quasirandom permutations by a pattern sum
A modified weighted TOPSIS to identify influential nodes in complex networks
A new evidential methodology of identifying influential nodes in complex networks
Optimal detection of weak positive latent dependence between two sequences of multiple tests
On a modification of the hoeffding-blum-kiefer-rosenblatt independence criterion

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