Pages that link to "Item:Q2931592"
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The following pages link to Measuring nonlinear dependence in time-series, a distance correlation approach (Q2931592):
Displayed 36 items.
- The distance standard deviation (Q85655) (← links)
- A fast algorithm for computing distance correlation (Q113800) (← links)
- Energy statistics: a class of statistics based on distances (Q389244) (← links)
- The affinely invariant distance correlation (Q470078) (← links)
- Distance correlation coefficients for Lancaster distributions (Q730422) (← links)
- Detecting serial dependencies with the reproducibility probability autodependogram (Q1621659) (← links)
- Applications of distance correlation to time series (Q1708994) (← links)
- Distance-based and RKHS-based dependence metrics in high dimension (Q1996774) (← links)
- A basic treatment of the distance covariance (Q2047370) (← links)
- Asymptotic distributions of high-dimensional distance correlation inference (Q2054473) (← links)
- The exact equivalence of distance and kernel methods in hypothesis testing (Q2058548) (← links)
- A new framework for distance and kernel-based metrics in high dimensions (Q2074298) (← links)
- Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
- Goodness-of-fit testing for time series models via distance covariance (Q2116320) (← links)
- Distance covariance for random fields (Q2145778) (← links)
- Bayesian semiparametric long memory models for discretized event data (Q2170388) (← links)
- A novel approach of dependence measure for complex signals (Q2247078) (← links)
- A generalization of an integral arising in the theory of distance correlation (Q2343639) (← links)
- A new nonlinearity test to circumvent the limitation of Volterra expansion with application (Q2398407) (← links)
- A distance-based test of independence between two multivariate time series (Q2692924) (← links)
- State-domain change point detection for nonlinear time series regression (Q2697972) (← links)
- Local Gaussian Autocorrelation and Tests for Serial Independence (Q2954303) (← links)
- Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures (Q2968472) (← links)
- From Distance Correlation to Multiscale Graph Correlation (Q3304853) (← links)
- Fourier Analysis of Serial Dependence Measures (Q4604007) (← links)
- Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series (Q4690952) (← links)
- (Q4986371) (← links)
- The Chi-Square Test of Distance Correlation (Q5083373) (← links)
- Nonparametric dependence modeling via cluster analysis: A financial contagion application (Q5084004) (← links)
- Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes (Q5111781) (← links)
- The Kullback–Leibler autodependogram (Q5138190) (← links)
- On Possibilistic Version of Distance Covariance and Correlation (Q5215760) (← links)
- A multivariate distance nonlinear causality test based on partial distance correlation: a machine learning application to energy futures (Q5234378) (← links)
- Testing for Serial Independence: Beyond the Portmanteau Approach (Q5882535) (← links)
- Portfolio selection based on semivariance and distance correlation under minimum variance framework (Q6067644) (← links)
- An Updated Literature Review of Distance Correlation and Its Applications to Time Series (Q6086614) (← links)