Ball Covariance: A Generic Measure of Dependence in Banach Space
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Cites work
- scientific article; zbMATH DE number 1194132 (Why is no real title available?)
- scientific article; zbMATH DE number 1324235 (Why is no real title available?)
- A NEW MEASURE OF RANK CORRELATION
- A Non-Parametric Test of Independence
- A consistent multivariate test of association based on ranks of distances
- A generalized Banach-Mazur theorem
- Analysis of principal nested spheres
- Ball divergence: nonparametric two sample test
- Conditional Distance Correlation
- Distance covariance in metric spaces
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Feature screening via distance correlation learning
- Functional and shape data analysis
- Generating Borel sets by balls
- Measure theory. Vol. I and II
- Measuring and testing dependence by correlation of distances
- Pattern theory. From representation to inference.
- Projection correlation between two random vectors
- Regression models on Riemannian symmetric spaces
- Shapes and diffeomorphisms
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
Cited in
(47)- Nonparametric Statistical Inference via Metric Distribution Function in Metric Spaces
- Robust feature screening via Grothendieck's correlation with FDR control
- Robust direction estimation in single-index models via cumulative divergence
- The Kendall interaction filter for variable interaction screening in high dimensional classification problems
- Ball divergence for the equality test of crossing survival curves
- Kernel Angle Dependence Measures in Metric Spaces
- Testing independence of functional variables by angle covariance
- Studentized tests of independence: random-lifter approach
- Sparse dimension reduction based on energy and ball statistics
- A kernel independence test using projection-based measure in high-dimension
- Conditional variable screening for ultra-high dimensional longitudinal data with time interactions
- Distance-covariance-based tests for heteroscedasticity in nonlinear regressions
- Projection-averaging-based cumulative covariance and its use in goodness-of-fit testing for single-index models
- Distance correlation test for high-dimensional independence
- Explaining classifiers with measures of statistical association
- Ultra-High Dimensional Variable Selection for Doubly Robust Causal Inference
- Lancaster correlation: a new dependence measure linked to maximum correlation
- A Riemannian covariance for manifold-valued data
- Azadkia-Chatterjee's dependence coefficient for infinite dimensional data
- Ball
- Outcome-adjusted balance measure for generalized propensity score model selection
- Identification of genetic factors associated with corpus callosum morphology: conditional strong independence screening for non-Euclidean responses
- Power Analysis of Projection-Pursuit Independence Tests
- Practical recommendations on double score matching for estimating causal effects
- Testing for independence in high dimensions based on characteristic covariance
- The distance standard deviation
- Semi-Distance Correlation and Its Applications
- Sliced Inverse Regression in Metric Spaces
- Prior Knowledge Guided Ultra-High Dimensional Variable Screening With Application to Neuroimaging Data
- Analysis of Variance of Tensor Product Reproducing Kernel Hilbert Spaces on Metric Spaces
- Testing independence in Hilbert spaces using random projection
- Universally consistent \(\mathrm{K}\)-sample tests via dependence measures
- Stable correlation and robust feature screening
- High-Dimensional Block Diagonal Covariance Structure Detection Using Singular Vectors
- Local influence detection of conditional mean dependence
- Rank test of independence based on adaptive Hellinger distance
- Identifying Genetic Variants for Brain Connectivity Using Ball Covariance Ranking and Aggregation
- Convexity and measures of statistical association
- A general approach for testing independence in Hilbert spaces
- The multirank likelihood for semiparametric canonical correlation analysis
- Measuring dependence between functional data via projection Hilbert-Schmidt covariance
- Pseudo-likelihood ratio screening based on network data with applications
- Testing independence and goodness-of-fit jointly for functional linear models
- High-dimensional behaviour of some two-sample tests based on ball divergence
- Test of independence for Hilbertian random variables
- Quantile generalized measures of correlation
- Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs
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