energy

swMATH8072CRANenergyMaRDI QIDQ20086FDOQ20086

E-Statistics: Multivariate Inference via the Energy of Data

Gabor Szekely, Maria Rizzo

Last update: 22 December 2022

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.7-11

Source code repository: https://github.com/cran/energy

Cited In (only showing first 100 items - show all)

• Comparing the dynamics of COVID-19 infection and mortality in the United States, India, and Brazil
• Testing serial independence with functional data
• A brief review of linear sufficient dimension reduction through optimization
• An affine equivariant multivariate normal score transform for compositional data
• Performance analysis of greedy algorithms for minimising a maximum mean discrepancy
• A necessary Bayesian nonparametric test for assessing multivariate normality
• Pairwise distance-based heteroscedasticity test for regressions
• On energy tests of normality
• Support points
• Heteroscedastic BART via Multiplicative Regression Trees
• Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data
• Sequential support points
• Characterizations of non-normalized discrete probability distributions and their application in statistics
• Assessing point forecast accuracy by stochastic error distance
• Robust multivariate nonparametric tests via projection averaging
• Geostatistical simulation of geochemical compositions in the presence of multiple geological units: application to mineral resource evaluation
• A distribution-free test of independence based on mean variance index
• High-dimensional tests for mean vector: approaches without estimating the mean vector directly
• Variable selection in functional additive regression models
• Empirical likelihood test for diagonal symmetry
• Variable importance assessments and backward variable selection for multi-sample problems
• A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families
• Modelling interaction patterns in a predator-prey system of two freshwater organisms in discrete time: an identified structural VAR approach
• A rank-based Cramér-von-Mises-type test for two samples
• A novel approach of dependence measure for complex signals
• Hybrid Wasserstein distance and fast distribution clustering
• Minimum-energy measures for singular kernels
• Some clustering-based exact distribution-free \(k\)-sample tests applicable to high dimension, low sample size data
• Statistical inference on random dot product graphs: a survey
• The perfect marriage and much more: combining dimension reduction, distance measures and covariance
• Two-sample test for equal distributions in separate metric space: New maximum mean discrepancy based approaches
• Bayesian Quadrature, Energy Minimization, and Space-Filling Design
• Pairwise distance-based tests for conditional symmetry
• On some graph-based two-sample tests for high dimension, low sample size data
• Some high-dimensional one-sample tests based on functions of interpoint distances
• Change-point methods for multivariate time-series: paired vectorial observations
• Model-free two-sample test for network-valued data
• Distance Metrics for Measuring Joint Dependence with Application to Causal Inference
• Analyzing Compositional Data with R
• Variable selection in regression using maximal correlation and distance correlation
• The BLUE in continuous-time regression models with correlated errors
• Title not available (Why is that?)
• Central limit theorems for classical multidimensional scaling
• Two multivariate online change detection models
• Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India
• Covariates distributions balancing for continuous treatment
• On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
• Testing the adequacy of semiparametric transformation models
• Bregman divergences based on optimal design criteria and simplicial measures of dispersion
• Demand forecasting of individual probability density functions with machine learning
• From Distance Correlation to Multiscale Graph Correlation
• A regression perspective on generalized distance covariance and the Hilbert-Schmidt independence criterion
• Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing
• Estimation of the continuous ranked probability score with limited information and applications to ensemble weather forecasts
• Population Quasi-Monte Carlo
• Testing for central symmetry and inference of the unknown center
• itdr
• A Jensen-Gini measure of divergence with application in parameter estimation
• The Stein effect for Fréchet means
• Rejoinder: ``Brownian distance covariance
• A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses
• A generalization of an integral arising in the theory of distance correlation
• Testing for normality in any dimension based on a partial differential equation involving the moment generating function
• Multivariate nonparametric test of independence
• A comparison of ancestral state reconstruction methods for quantitative characters
• Expected distances and goodness-of-fit for the asymmetric Laplace distribution
• Global sensitivity analysis with dependence measures
• An R package for testing goodness of fit: goft
• MXM
• VariableScreening
• Compositional
• Large-Sample Theory for the Bergsma-Dassios Sign Covariance
• Goodness-of-fit test for skew normality based on energy statistics
• MBC
• MVN
• EDMeasure
• kpcalg
• pgraph
• fAssets
• Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence
• The distance standard deviation
• Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics
• scperturbR
• Partial distance correlation with methods for dissimilarities
• BET on Independence
• Distance covariance in metric spaces
• Functional ANOVA based on empirical characteristic functionals
• stops
• nda
• GiniDistance
• Long signal change-point detection
• The distance correlation \(t\)-test of independence in high dimension
• cassowaryr
• etree
• The affinely invariant distance correlation
• biosensors.usc
• Deep Knockoffs
• Statsomat
• TDAkit
• Optimal rates for independence testing via $U$-statistic permutation tests

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