Rank test of independence based on adaptive Hellinger distance
From MaRDI portal
Cites work
- A consistent multivariate test of association based on ranks of distances
- A distribution-free test of independence based on mean variance index
- A fast and accurate kernel-based independence test with applications to high-dimensional and functional data
- A kernel independence test using projection-based measure in high-dimension
- A new coefficient of correlation
- A NEW MEASURE OF RANK CORRELATION
- A Non-Parametric Test of Independence
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
- A Test of Goodness of Fit
- An improved Bonferroni procedure for multiple tests of significance
- An invariant form for the prior probability in estimation problems
- Asymptotics in statistics. Some basic concepts.
- Ball Covariance: A Generic Measure of Dependence in Banach Space
- BET on independence
- Cauchy Combination Test: A Powerful Test With Analytic p-Value Calculation Under Arbitrary Dependency Structures
- Convergence of stochastic processes
- Cramer-von Mises tests for independence
- Detecting novel associations in large data sets
- Fisher Exact Scanning for Dependency
- Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- Independence test via mutual information in the presence of measurement errors
- Kernel methods for measuring independence
- Kernel-based tests for joint independence
- Maximally Selected Chi Square Statistics
- Measuring and testing dependence by correlation of distances
- Minimum Hellinger distance estimates for parametric models
- Model-free feature screening for ultrahigh dimensional discriminant analysis
- Neue Begründung der Theorie quadratischer Formen von unendlichvielen Veränderlichen.
- Nonparametric independence testing via mutual information
- On the Independence of k Sets of Normally Distributed Statistical Variables
- Projection correlation between two random vectors
- Sliced Independence Test
- Sulla determinazione empirica di una legge di distribuzione.
- Symmetric rank covariances: a generalized framework for nonparametric measures of dependence
- Testing the independence of sets of large-dimensional variables
- Testing the independence of two random vectors where only one dimension is large
- Testing the structure of the covariance matrix with fewer observations than the dimension
- The asymptotic distribution of the suprema of the standardized empirical processes
- The Binary Expansion Randomized Ensemble Test
- The control of the false discovery rate in multiple testing under dependency.
- The distance correlation \(t\)-test of independence in high dimension
This page was built for publication: Rank test of independence based on adaptive Hellinger distance
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6902287)