A Non-Parametric Test of Independence

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Identifying influential nodes based on fuzzy local dimension in complex networks
The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
Comments on “A Gibbs Sampler for a Class of Random Convex Polytopes”
A new coefficient of correlation
Testing independence in nonparametric regression
Lower bound on the size of a quasirandom forcing set of permutations
Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient
On the proper bounds of the Gini correlation
Semi-Distance Correlation and Its Applications
Diagnostic checks in time series models based on a new correlation coefficient of residuals
Universal codes as a basis for nonparametric testing of serial independence for time series
A survey of some recent developments in measures of association
Some new copula based distribution-free tests of independence among several random variables
Strong laws of large numbers for pairwise PQD random variables: a necessary condition
Independence tests in the presence of measurement errors: an invariance law
The Hellinger Correlation
Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions
Sliced Independence Test
Model-Free Feature Screening and FDR Control With Knockoff Features
An independence test based on recurrence rates
A note on testing independence by a copula-based order selection approach
Asymptotic independence of correlation coefficients with application to testing hypothesis of independence
Product-form estimators: exploiting independence to scale up Monte Carlo
A class of asymptotically normal degenerate quasi \(U\)-statistics
Stable correlation and robust feature screening
A method for extracting nonlinear structure based on measures of dependence
Some properties of local Gaussian correlation and other nonlinear dependence measures
A unified approach to validating univariate and multivariate conditional distribution models in time series
Some invariance principles for rank statistics for testing independence
Equitability, interval estimation, and statistical power
Detecting direct associations in a network by information theoretic approaches
Statistical dependence: beyond Pearson's \(\rho\)
Testing Conditional Independence Restrictions
Empirical approximations for Hoeffding's test of bivariate independence using two Weibull extensions
Bayesian nonparametric test for independence between random vectors
A class of robust independence tests based on weighted integrals of empirical characteristic functions
Correlation between graphs with an application to brain network analysis
Optimal rates for independence testing via U-statistic permutation tests
Nonparametric tests of independence based on interpoint distances
Power Assessment of a New Test of Independence
A Semiparametric Kernel Independence Test With Application to Mutational Signatures
Quasirandom Latin squares
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
A measure of dependence for stable distributions
Randomized incomplete \(U\)-statistics in high dimensions
The asymptotic distributions of generalized U-statistics with applications to random graphs
Testing for independence by the empirical characteristic function
Specification tests for non-Gaussian structural vector autoregressions
A general approach for testing independence in Hilbert spaces
An adaptive test based on Kendall's tau for independence in high dimensions
Tail behaviour of Gaussian processes with applications to the Brownian pillow.
A new test of independence for bivariate observations
A central limit theorem for decomposable random variables with applications to random graphs
Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India
Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol' indices
Nonparametric entropy-based tests of independence between stochastic processes
Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
Null hypothesis test for anomaly detection
Discussion of: Brownian distance covariance
A data depth based nonparametric test of independence between two random vectors
Some copula-based tests of independence among several random variables having arbitrary probability distributions
Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance
A multivariate version of Hoeffding's phi-square
Some Multivariate Tests of Independence Based on Ranks of Nearest Neighbors
A test for independence of two stationary infinite order autoregressive processes
On a cramér-von mises type statistic for testing bivariate independence
Strongly consistent nonparametric tests of conditional independence
Estimation of Bergsma's covariance
On universally consistent and fully distribution-free rank tests of vector independence
Test of independence for Hilbertian random variables
Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics
Estimation of the regression slope by means of Gini's cograduation index
Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs
Non-parametric weighted tests for independence based on empirical copula process
Patterns in random permutations
Bootstrap and permutation tests of independence for point processes
Information dependency: strong consistency of Darbellay-Vajda partition estimators
Testing spatial randomness based on empirical distribution function: a study on lattice data
Nonparametric Statistical Inference via Metric Distribution Function in Metric Spaces
A gamma goodness-of-fit test based on characteristic independence of the mean and coefficient of variation
Influential node detection of social networks based on network invulnerability
A non-parametric independence test using permutation entropy
An empirical study of the maximal and total information coefficients and leading measures of dependence
Testing conditional independence via Rosenblatt transforms
Adaptive permutation tests for serial independence
Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation
Rényi 100, quantitative and qualitative (in)dependence
Measures of Dependence and Tests of Independence
Derivative-based generalized sensitivity indices and Sobol' indices
A Nonparametric Test for Independence Based on Sample Space Partitions
An asymptotic decomposition for multivariate distribution-free tests of independence
Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data
BET on independence
Adaptive test of independence based on HSIC measures
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
Model-free sure screening via maximum correlation
Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process

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