The following pages link to (Q2810802):
Displaying 21 items.
- A new coefficient of correlation (Q130047) (← links)
- Optimal rates for independence testing via $U$-statistic permutation tests (Q130903) (← links)
- An empirical study of the maximal and total information coefficients and leading measures of dependence (Q1647596) (← links)
- Permutation tests for general dependent truncation (Q1796961) (← links)
- High-dimensional consistent independence testing with maxima of rank correlations (Q1996766) (← links)
- The exact equivalence of distance and kernel methods in hypothesis testing (Q2058548) (← links)
- Adaptive test of independence based on HSIC measures (Q2131258) (← links)
- Empirical process of concomitants for partly categorial data and applications in statistics (Q2136997) (← links)
- Equitability, interval estimation, and statistical power (Q2218039) (← links)
- Validation of association (Q2306090) (← links)
- Optimal detection of weak positive latent dependence between two sequences of multiple tests (Q2401361) (← links)
- From Distance Correlation to Multiscale Graph Correlation (Q3304853) (← links)
- Dimension reduction via adaptive slicing (Q5037837) (← links)
- The Chi-Square Test of Distance Correlation (Q5083373) (← links)
- BET on Independence (Q5208069) (← links)
- Fisher Exact Scanning for Dependency (Q5229908) (← links)
- Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs (Q5881094) (← links)
- The Hellinger Correlation (Q5885090) (← links)
- (Q6065422) (← links)
- The Binary Expansion Randomized Ensemble Test (Q6069482) (← links)
- Asymptotic normality of Gini correlation in high dimension with applications to the \(K\)-sample problem (Q6184886) (← links)
