IndependenceTests

swMATH18402MaRDI QIDQ30242FDOQ30242

Author name not available (Why is that?)

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

Cited In (34)

• Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors
• Conditional independence testing via weighted partial copulas
• Inferential procedures based on the integrated empirical characteristic function
• Pairwise distance-based heteroscedasticity test for regressions
• Discussion of: Brownian distance covariance
• Linking the Hoeffding-sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski
• Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages
• A-dependence statistics for mutual and serial independence of categorical variables
• Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process
• General tests of independence based on empirical processes indexed by functions
• Optimal detection of weak positive latent dependence between two sequences of multiple tests
• Multivariate nonparametric test of independence
• Testing for serial independence in vector autoregressive models
• Weak convergence of the weighted empirical beta copula process
• Approximating the null distribution of a class of statistics for testing independence
• Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence
• Leveraging mixed and incomplete outcomes via reduced-rank modeling
• Some new copula based distribution-free tests of independence among several random variables
• Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin
• An independence test based on recurrence rates
• Multiple Testing of Submatrices of a Precision Matrix With Applications to Identification of Between Pathway Interactions
• New measure of the bivariate asymmetry
• Nonparametric tests of independence based on interpoint distances
• Tests of serial dependence for multivariate time series with arbitrary distributions
• Tests of mutual independence among several random vectors using univariate and multivariate ranks of nearest neighbours
• Fourier-type tests of mutual independence between functional time series
• Time-Varying Periodicity in Intraday Volatility
• On some consistent tests of mutual independence among several random vectors of arbitrary dimensions
• Computationally efficient approximations for independence tests in non-parametric regression
• Title not available (Why is that?)
• Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
• On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
• Strongly consistent nonparametric tests of conditional independence
• Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process

This page was built for software: IndependenceTests