Pages that link to "Item:Q389244"
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The following pages link to Energy statistics: a class of statistics based on distances (Q389244):
Displaying 50 items.
- Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics (Q135808) (← links)
- Partial distance correlation with methods for dissimilarities (Q136776) (← links)
- Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence (Q151604) (← links)
- Efficient probabilistic reconciliation of forecasts for real-valued and count time series (Q160068) (← links)
- A comparison of ancestral state reconstruction methods for quantitative characters (Q307605) (← links)
- Long signal change-point detection (Q309564) (← links)
- Expected distances and goodness-of-fit for the asymmetric Laplace distribution (Q310660) (← links)
- Distance covariance in metric spaces (Q378803) (← links)
- A brief review of linear sufficient dimension reduction through optimization (Q826971) (← links)
- Pairwise distance-based heteroscedasticity test for regressions (Q829105) (← links)
- On energy tests of normality (Q830702) (← links)
- On a nonparametric notion of residual and its applications (Q899668) (← links)
- A Jensen-Gini measure of divergence with application in parameter estimation (Q1640659) (← links)
- Hotelling's \(T^2\) in separable Hilbert spaces (Q1661352) (← links)
- Testing for central symmetry and inference of the unknown center (Q1663104) (← links)
- Testing the adequacy of semiparametric transformation models (Q1708362) (← links)
- Estimation of the continuous ranked probability score with limited information and applications to ensemble weather forecasts (Q1719868) (← links)
- Geostatistical simulation of geochemical compositions in the presence of multiple geological units: application to mineral resource evaluation (Q1740326) (← links)
- Pairwise distance-based tests for conditional symmetry (Q1796941) (← links)
- Demand forecasting of individual probability density functions with machine learning (Q1981937) (← links)
- Support points (Q1991669) (← links)
- Robust multivariate nonparametric tests via projection averaging (Q1996775) (← links)
- Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
- Functional ANOVA based on empirical characteristic functionals (Q2078540) (← links)
- A regression perspective on generalized distance covariance and the Hilbert-Schmidt independence criterion (Q2092898) (← links)
- Performance analysis of greedy algorithms for minimising a maximum mean discrepancy (Q2104022) (← links)
- Sequential support points (Q2110342) (← links)
- The Stein effect for Fréchet means (Q2112836) (← links)
- High-dimensional tests for mean vector: approaches without estimating the mean vector directly (Q2115215) (← links)
- Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing (Q2131264) (← links)
- Some clustering-based exact distribution-free \(k\)-sample tests applicable to high dimension, low sample size data (Q2140846) (← links)
- Covariates distributions balancing for continuous treatment (Q2159817) (← links)
- The perfect marriage and much more: combining dimension reduction, distance measures and covariance (Q2164274) (← links)
- Tests for heteroskedasticity in transformation models (Q2165831) (← links)
- Central limit theorems for classical multidimensional scaling (Q2192306) (← links)
- Minimum-energy measures for singular kernels (Q2196057) (← links)
- Change-point methods for multivariate time-series: paired vectorial observations (Q2208372) (← links)
- Multivariate power series interpoint distances (Q2220318) (← links)
- Variable importance assessments and backward variable selection for multi-sample problems (Q2237823) (← links)
- A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses (Q2237825) (← links)
- An empirical-characteristic-function-based change-point test for detection of multiple distributional changes (Q2241532) (← links)
- A novel approach of dependence measure for complex signals (Q2247078) (← links)
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence (Q2274935) (← links)
- Hybrid Wasserstein distance and fast distribution clustering (Q2283573) (← links)
- Empirical likelihood test for diagonal symmetry (Q2288752) (← links)
- Model-free two-sample test for network-valued data (Q2291338) (← links)
- On some graph-based two-sample tests for high dimension, low sample size data (Q2303669) (← links)
- The BLUE in continuous-time regression models with correlated errors (Q2313274) (← links)
- A rank-based Cramér-von-Mises-type test for two samples (Q2318622) (← links)
- Inferential procedures based on the integrated empirical characteristic function (Q2324329) (← links)
