A Non-Parametric Test of Independence

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Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process
Testing independence in nonparametric regression
Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
The Hellinger Correlation
Equitability, mutual information, and the maximal information coefficient
A class of asymptotically normal degenerate quasi \(U\)-statistics
Nonparametric tests of independence between random vectors
Model-free sure screening via maximum correlation
Tail behaviour of Gaussian processes with applications to the Brownian pillow.
Testing independence in high dimensions with sums of rank correlations
Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives
Information dependency: strong consistency of Darbellay-Vajda partition estimators
Specification tests in nonparametric regression
Adaptive test of independence based on HSIC measures
Engel's law reconsidered
Robustness Properties of the Pitman–Morgan Test
A new coefficient of correlation
Model free estimation of graphical model using gene expression data
Correlation between graphs with an application to brain network analysis
Testing the Markov property with high frequency data
On some exact distribution-free tests of independence between two random vectors of arbitrary dimensions
Testing Conditional Independence Restrictions
Optimal rates for independence testing via \(U\)-statistic permutation tests
On the proper bounds of the Gini correlation
Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation
Nonparametric entropy-based tests of independence between stochastic processes
Testing independence between exogenous variables and unobserved errors
A gamma goodness-of-fit test based on characteristic independence of the mean and coefficient of variation
BET on independence
Fourier methods for testing multivariate independence
Quasirandom Latin squares
Fast surrogates of U-statistics
Derivative-based generalized sensitivity indices and Sobol' indices
Asymptotic properties of a dimension-robust quadratic dependence measure
Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions
Patterns in random permutations
Locally most powerful rank tests of independence for copula models
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
Large-Sample Theory for the Bergsma-Dassios Sign Covariance
On quadratic functionals of the Brownian sheet and related processes
Universal codes as a basis for nonparametric testing of serial independence for time series
A nonparametric test of serial independence for time series and residuals
Tests of serial independence based on Kendall's process
Asymptotic independence of correlation coefficients with application to testing hypothesis of independence
On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison
A central limit theorem for decomposable random variables with applications to random graphs
Some modifications of the Z -tests of normality and their isotones
TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION
Equitability, interval estimation, and statistical power
A consistent modification of a test for independence based on the empirical characteristic function
Second order Hadamard differentiability in statistical applications.
An asymptotic decomposition for multivariate distribution-free tests of independence
Some properties of local Gaussian correlation and other nonlinear dependence measures
An empirical study of the maximal and total information coefficients and leading measures of dependence
Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages
A measure of dependence for stable distributions
A multivariate nonparametric test of independence
Estimation of the regression slope by means of Gini's cograduation index
Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs
Empirical approximations for Hoeffding's test of bivariate independence using two Weibull extensions
A consistent test of independence based on a sign covariance related to Kendall's tau
A non-parametric independence test using permutation entropy
Strongly consistent nonparametric tests of conditional independence
A non-parametric test for independence based on symbolic dynamics
On measures of association and a related problem
A multivariate version of Hoeffding's phi-square
The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
Testing for independence by the empirical characteristic function
Bootstrap and permutation tests of independence for point processes
Testing conditional independence via Rosenblatt transforms
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
The asymptotic distributions of generalized U-statistics with applications to random graphs
Bahadur efficiency and local asymptotic optimality of certain nonparametric tests for independence
Measures of Dependence and Tests of Independence
Strong laws of large numbers for pairwise PQD random variables: a necessary condition
Some new copula based distribution-free tests of independence among several random variables
Robust dependence measure for detecting associations in large data set
Identifying influential nodes in complex networks based on AHP
A chi-square-type test for covariances
Projection divergence in the reproducing kernel Hilbert space: asymptotic normality, block-wise and slicing estimation, and computational efficiency
Some invariance principles for rank statistics for testing independence
A consistent specification test of independence
Four simple axioms of dependence measures
Nonparametric Statistical Inference via Metric Distribution Function in Metric Spaces
Rényi 100, quantitative and qualitative (in)dependence
Testing spatial randomness based on empirical distribution function: a study on lattice data
A unified approach to validating univariate and multivariate conditional distribution models in time series
Adaptive permutation tests for serial independence
A survey of some recent developments in measures of association
A distribution-free test of independence based on mean variance index
Lower bound on the size of a quasirandom forcing set of permutations
Copula theory and probabilistic sensitivity analysis: is there a connection?
Test d’independance multidimensionnelle
Characterization of quasirandom permutations by a pattern sum
Influential node detection of social networks based on network invulnerability
Some Multivariate Tests of Independence Based on Ranks of Nearest Neighbors

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