Inferring the finest pattern of mutual independence from data

DOI10.1007/S00362-023-01455-8MaRDI QIDQ6579393zbMATH OpenFDO

Authors Guillaume Marrelec, Alain Giron

Publication date 25 July 2024

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00362-023-01455-8

zbMATH Keywords

dichotomic independencefinest patterninferencelatticemutual independence

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A general correlation coefficient for directional data and related regression problems
• A multivariate nonparametric test of independence
• A NEW MEASURE OF RANK CORRELATION
• A Non-Parametric Test of Independence
• A test for independence of two sets of variables when the number of variables is large relative to the sample size
• Asymptotic Bayesian structure learning using graph supports for Gaussian graphical models
• Das statistische Problem der Korrelation als Variations‐ und Eigenwertproblem und sein Zusammenhang mit der Ausgleichsrechnung
• Detecting novel associations in large data sets
• Discovering the False Discovery Rate
• scientific article; zbMATH DE number 3645097 (Why is no real title available?)
• scientific article; zbMATH DE number 3126058 (Why is no real title available?)
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 4211299 (Why is no real title available?)
• scientific article; zbMATH DE number 3748431 (Why is no real title available?)
• scientific article; zbMATH DE number 107482 (Why is no real title available?)
• scientific article; zbMATH DE number 720689 (Why is no real title available?)
• scientific article; zbMATH DE number 1556163 (Why is no real title available?)
• scientific article; zbMATH DE number 3019695 (Why is no real title available?)
• Kernel-based tests for joint independence
• Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
• Markov fields and log-linear interaction models for contingency tables
• On false discovery rate thresholding for classification under sparsity
• On least favorable configurations for step-up-down tests
• On measures of dependence
• Rank Correlation and Tests of Significance Involving No Assumption of Normality
• Robust test for independence in high dimensions
• Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
• Testing for complete independence in high dimensions
• Testing for independence by the empirical characteristic function
• Testing independence in high dimensions using Kendall's tau
• The distance correlation \(t\)-test of independence in high dimension
• The Number of Partitions of a Set

This page was built for publication: Inferring the finest pattern of mutual independence from data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6579393)