A survey of some recent developments in measures of association
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- A Bootstrap Revival of Some Nonparametric Distance Tests
- A General Asymptotic Framework for Distribution-Free Graph-Based Two-Sample Tests
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
- A Non-Parametric Test of Independence
- A class of multivariate distribution-free tests of independence based on graphs
- A connection between correlation and contingency.
- A consistent characteristic function-based test for conditional independence
- A consistent multivariate test of association based on ranks of distances
- A consistent test of independence based on a sign covariance related to Kendall's tau
- A copula-based non-parametric measure of regression dependence
- A new coefficient of correlation
- A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
- A quadratic measure of deviation of two-dimensional density estimates and a test of independence
- A simple measure of conditional dependence
- Algorithmic Learning Theory
- An elementary proof of the Borel isomorphism theorem
- An informational measure of correlation
- BET on independence
- Bagging predictors
- Better Subset Regression Using the Nonnegative Garrote
- Brownian distance covariance
- Composite coefficient of determination and its application in ultrahigh dimensional variable screening
- Conditional Distance Correlation
- Conditional association
- Das statistische Problem der Korrelation als Variations und Eigenwertproblem und sein Zusammenhang mit der Ausgleichsrechnung.
- Detecting novel associations in large data sets
- Distance covariance in metric spaces
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach
- Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs
- Distribution-free tests of independence in high dimensions
- Efficient computation of the Bergsma-Dassios sign covariance
- Estimating Optimal Transformations for Multiple Regression and Correlation
- Estimation of a conditional copula and association measures
- Existence and uniqueness of monotone measure-preserving maps
- Expected conditional characteristic function-based measures for testing independence
- Generalized R-squared for detecting dependence
- Global sensitivity analysis: a novel generation of mighty estimators based on rank statistics
- Graph-theoretic measures of multivariate association and prediction
- High-dimensional consistent independence testing with maxima of rank correlations
- Kernel-based tests for joint independence
- Large-Sample Theory for the Bergsma-Dassios Sign Covariance
- Large-scale kernel methods for independence testing
- Least angle regression. (With discussion)
- Measuring and testing dependence by correlation of distances
- Measuring dependence between random vectors via optimal transport
- Measuring multivariate association and beyond
- Minimax optimal conditional independence testing
- Model Selection and Estimation in Regression with Grouped Variables
- Monge-Kantorovich depth, quantiles, ranks and signs
- Multivariate adaptive regression splines
- Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing
- On a nonparametric notion of residual and its applications
- On measures of association and a related problem
- On measures of dependence
- On nonparametric measures of dependence for random variables
- On the continuity of center-outward distribution and quantile functions
- On the power of Chatterjee’s rank correlation
- On universally consistent and fully distribution-free rank tests of vector independence
- Optimal rates for independence testing via U-statistic permutation tests
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- Partial distance correlation with methods for dissimilarities
- Projection correlation between two random vectors
- Random forests
- Regularization and Variable Selection Via the Elastic Net
- Relative Entropy Measures of Multivariate Dependence
- Robust multivariate nonparametric tests via projection averaging
- Sensitivity analysis based on Cramér-von Mises distance
- Some Methods for Strengthening the Common χ 2 Tests
- Sparse additive models
- Symmetric rank covariances: a generalized framework for nonparametric measures of dependence
- Testing conditional independence using maximal nonlinear conditional correlation
- Testing conditional independence via Rosenblatt transforms
- Testing conditional independence via empirical likelihood
- Testing for independence by the empirical characteristic function
- Testing independence and goodness-of-fit in linear models
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The Elements of Statistical Learning
- The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
- The conditional permutation test for independence while controlling for confounders
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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