Semi-Distance Correlation and Its Applications
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Publication:6651397
Cites work
- A Non-Parametric Test of Independence
- A consistent multivariate test of association based on ranks of distances
- A distribution-free test of independence based on mean variance index
- A generic sure independence screening procedure
- A new coefficient of correlation
- A quadratic measure of deviation of two-dimensional density estimates and a test of independence
- Applications of distance correlation to time series
- Ball Covariance: A Generic Measure of Dependence in Banach Space
- Feature screening via distance correlation learning
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond
- Grouped variable screening for ultra-high dimensional data for linear model
- Martingale difference correlation and its use in high-dimensional variable screening
- Measuring and testing dependence by correlation of distances
- Model Selection and Estimation in Regression with Grouped Variables
- Model-free feature screening for ultrahigh dimensional discriminant analysis
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Nonparametric independence testing via mutual information
- Partition-based ultrahigh-dimensional variable screening
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
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