The following pages link to A new coefficient of correlation (Q130047):
Displaying 36 items.
- XICOR (Q55669) (← links)
- Rearranged dependence measures (Q74042) (← links)
- Total positivity of copulas from a Markov kernel perspective (Q2084845) (← links)
- On a multivariate copula-based dependence measure and its estimation (Q2137794) (← links)
- Sliced Independence Test (Q5040487) (← links)
- (Q5881980) (redirect page) (← links)
- Model-free, monotone invariant and computationally efficient feature screening with data-adaptive threshold (Q6049410) (← links)
- Diagnostic Tests for the Necessity of Weight in Regression With Survey Data (Q6089876) (← links)
- Estimation of Bergsma's covariance (Q6124775) (← links)
- Nonlinear directed acyclic graph estimation based on the kernel partial correlation coefficient (Q6151904) (← links)
- Projection divergence in the reproducing kernel Hilbert space: asymptotic normality, block-wise and slicing estimation, and computational efficiency (Q6168124) (← links)
- A novel positive dependence property and its impact on a popular class of concordance measures (Q6189152) (← links)
- Rank-based indices for testing independence between two high-dimensional vectors (Q6192324) (← links)
- Quantifying directed dependence via dimension reduction (Q6200940) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- On Azadkia-Chatterjee's conditional dependence coefficient (Q6201829) (← links)
- Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient (Q6201868) (← links)
- Nonparametric identification of Wiener system with a subclass of wide-sense cyclostationary excitations (Q6498054) (← links)
- Total effects with constrained features (Q6547752) (← links)
- Quantile generalized measures of correlation (Q6547761) (← links)
- Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics (Q6550967) (← links)
- Measures of conditional dependence for nonlinearity, asymmetry and beyond (Q6556784) (← links)
- Hierarchical variable clustering based on the predictive strength between random vectors (Q6577621) (← links)
- A semi-orthogonal nonnegative matrix tri-factorization algorithm for overlapping community detection (Q6581346) (← links)
- Dependence properties of bivariate copula families (Q6588434) (← links)
- A note of feature screening via a rank-based coefficient of correlation (Q6594162) (← links)
- Adapted Chatterjee correlation coefficient (Q6606042) (← links)
- Asymptotic expected sensitivity function and its applications to measures of monotone association (Q6618105) (← links)
- Asymptotic Distribution-Free Independence Test for High-Dimension Data (Q6631679) (← links)
- Diagnostic checks in time series models based on a new correlation coefficient of residuals (Q6643316) (← links)
- A survey of some recent developments in measures of association (Q6645569) (← links)
- Dissecting Gene Expression Heterogeneity: Generalized Pearson Correlation Squares and the <i>K</i> -Lines Clustering Algorithm (Q6651347) (← links)
- Semi-Distance Correlation and Its Applications (Q6651397) (← links)
- A Kernel Measure of Dissimilarity between <i>M</i> Distributions (Q6651409) (← links)
- A conditional distribution function-based measure for independence and \(K\)-sample tests in multivariate data (Q6656673) (← links)
- A simple bias reduction for Chatterjee's correlation (Q6662553) (← links)
