Cited in
(only showing first 100 items - show all)- Testing independence in nonparametric regression
- Fourier methods for testing multivariate independence
- A non-parametric test for independence based on symbolic dynamics
- Testing conditional independence via Rosenblatt transforms
- Testing for independence by the empirical characteristic function
- Large deviations and asymptotic efficiency of integral statistics for testing independence
- Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process
- An asymptotic decomposition for multivariate distribution-free tests of independence
- The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
- Correlation between graphs with an application to brain network analysis
- A central limit theorem for decomposable random variables with applications to random graphs
- A consistent modification of a test for independence based on the empirical characteristic function
- Bahadur efficiency and local asymptotic optimality of certain nonparametric tests for independence
- On the proper bounds of the Gini correlation
- A new coefficient of correlation
- Optimal rates for independence testing via U-statistic permutation tests
- The almost sure invariance principles of degenerate \(U\)-statistics of degree two for stationary random variables
- Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives
- A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
- Tail behaviour of Gaussian processes with applications to the Brownian pillow.
- Large-Sample Theory for the Bergsma-Dassios Sign Covariance
- Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics
- A modified weighted TOPSIS to identify influential nodes in complex networks
- Robust dependence measure for detecting associations in large data set
- Censored cumulative residual independent screening for ultrahigh-dimensional survival data
- On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison
- An empirical study of the maximal and total information coefficients and leading measures of dependence
- A new evidential methodology of identifying influential nodes in complex networks
- Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance
- Four simple axioms of dependence measures
- Copula theory and probabilistic sensitivity analysis: is there a connection?
- Testing independence in high dimensions with sums of rank correlations
- Weak convergence of the weighted empirical beta copula process
- Two Wilson-Hilferty type approximations for the null distribution of the Blum, Kiefer and Rosenblatt test of bivariate independence
- A note on testing independence by a copula-based order selection approach
- Asymptotic independence of correlation coefficients with application to testing hypothesis of independence
- High-dimensional consistent independence testing with maxima of rank correlations
- Distance-based and RKHS-based dependence metrics in high dimension
- Derivative-based generalized sensitivity indices and Sobol' indices
- A distribution-free test of independence based on mean variance index
- Asymptotic distributions of high-dimensional distance correlation inference
- Independence tests in the presence of measurement errors: an invariance law
- Product-form estimators: exploiting independence to scale up Monte Carlo
- Stable correlation and robust feature screening
- Statistical dependence: beyond Pearson's
- Some new copula based distribution-free tests of independence among several random variables
- On universally consistent and fully distribution-free rank tests of vector independence
- A method for extracting nonlinear structure based on measures of dependence
- Adaptive test of independence based on HSIC measures
- Identifying influential nodes in complex networks based on AHP
- An independence test based on recurrence rates
- Bayesian nonparametric test for independence between random vectors
- Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol' indices
- Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India
- Identifying influential nodes based on fuzzy local dimension in complex networks
- Influential node detection of social networks based on network invulnerability
- Equitability, interval estimation, and statistical power
- Model free estimation of graphical model using gene expression data
- Rényi 100, quantitative and qualitative (in)dependence
- Randomized incomplete \(U\)-statistics in high dimensions
- A new test of independence for bivariate observations
- Optimal detection of weak positive latent dependence between two sequences of multiple tests
- Detecting direct associations in a network by information theoretic approaches
- Fast surrogates of U-statistics
- Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages
- A consistent test of independence based on a sign covariance related to Kendall's tau
- Asymptotic properties of a dimension-robust quadratic dependence measure
- Nonparametric tests of independence between random vectors
- On quadratic functionals of the Brownian sheet and related processes
- A multivariate nonparametric test of independence
- Universal codes as a basis for nonparametric testing of serial independence for time series
- A unified approach to validating univariate and multivariate conditional distribution models in time series
- On measures of association and a related problem
- Patterns in random permutations
- Variable selection for naïve Bayes classification
- Null hypothesis test for anomaly detection
- Model-free sure screening via maximum correlation
- Power Assessment of a New Test of Independence
- On some exact distribution-free tests of independence between two random vectors of arbitrary dimensions
- Testing the Markov property with high frequency data
- Specification tests in nonparametric regression
- A measure of dependence for stable distributions
- A non-parametric independence test using permutation entropy
- Equitability, mutual information, and the maximal information coefficient
- Some properties of local Gaussian correlation and other nonlinear dependence measures
- A Nonparametric Test for Independence Based on Sample Space Partitions
- Test d’independance multidimensionnelle
- Characterization of quasirandom permutations by a pattern sum
- A bayesian method for inferring the degree fo dependence for a positively quadrant dependent distribution
- Nonparametric Independence Tests: Space Partitioning and Kernel Approaches
- Nonparametric entropy-based tests of independence between stochastic processes
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
- On a cramér-von mises type statistic for testing bivariate independence
- Information dependency: strong consistency of Darbellay-Vajda partition estimators
- Strongly consistent nonparametric tests of conditional independence
- Engel's law reconsidered
- Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions
- Measures of Dependence and Tests of Independence
- A consistent specification test of independence
- Robustness Properties of the Pitman–Morgan Test
This page was built for publication: A Non-Parametric Test of Independence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5790730)
