Sign test of independence between two random vectors.
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- On the Independence of k Sets of Normally Distributed Statistical Variables
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Cited in
(33)- Weighted empirical likelihood estimates and their robustness properties
- On tests of independence for spherical data-invariance and centering
- Distance-based and RKHS-based dependence metrics in high dimension
- Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors
- Some new copula based distribution-free tests of independence among several random variables
- On universally consistent and fully distribution-free rank tests of vector independence
- Symmetrical independence tests for two random vectors with arbitrary dimensional graphs
- Multivariate tests of independence and their application in correlation analysis between financial markets
- Sign tests for weak principal directions
- Spatial sign correlation
- Multivariate nonparametric tests
- A multivariate nonparametric test of independence
- Multivariate tests of independence based on a new class of measures of independence in reproducing kernel Hilbert space
- Tests of independence of normal random variables with known and unknown variance ratio.
- On some exact distribution-free tests of independence between two random vectors of arbitrary dimensions
- Affine-invariant rank tests for multivariate independence in independent component models
- ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions
- Tests of mutual independence among several random vectors using univariate and multivariate ranks of nearest neighbours
- Marginal Distance and Hilbert-Schmidt Covariances-Based Independence Tests for Multivariate Functional Data
- Nonparametric tests of independence based on interpoint distances
- Rank scores tests of multivariate independence
- Multivariate Nonparametric Tests of Independence
- Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
- Preliminary Multiple-Test Estimation, With Applications to k-Sample Covariance Estimation
- A data depth based nonparametric test of independence between two random vectors
- Test of independence for Hilbertian random variables
- Some Multivariate Tests of Independence Based on Ranks of Nearest Neighbors
- Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics
- Enhanced HSIC for independence test via projection integration
- Testing independence for sparse longitudinal data
- Test of independence using generalized distance correlation
- A central limit theorem for moderately high-dimensional Kendall's cross-correlation matrices with applications to independence testing
- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
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