Pages that link to "Item:Q4214246"
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The following pages link to Testing for Pairwise Serial Independence Via the Empirical Distribution Function (Q4214246):
Displayed 17 items.
- A non-parametric independence test using permutation entropy (Q292144) (← links)
- A test for independence of two stationary infinite order autoregressive processes (Q816595) (← links)
- Testing spatial randomness based on empirical distribution function: a study on lattice data (Q958764) (← links)
- A-dependence statistics for mutual and serial independence of categorical variables (Q1015891) (← links)
- Fourier methods for testing multivariate independence (Q1023517) (← links)
- Testing independence with high-dimensional correlated samples (Q1750290) (← links)
- Tests of independence and randomness based on the empirical copula process (Q2387481) (← links)
- A unified approach to validating univariate and multivariate conditional distribution models in time series (Q2512595) (← links)
- On testing for independence between the innovations of several time series (Q2856550) (← links)
- Revealing Some Unexpected Dependence Properties of Linear Combinations of Stable Random Variables Using Symmetric Covariation (Q3155293) (← links)
- DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS (Q4562549) (← links)
- A Dependence Metric for Possibly Nonlinear Processes (Q4677035) (← links)
- Tests of serial independence based on Kendall's process (Q4801846) (← links)
- A nonparametric test of serial independence for time series and residuals (Q5960847) (← links)
- An Updated Literature Review of Distance Correlation and Its Applications to Time Series (Q6086614) (← links)
- Rank-based max-sum tests for mutual independence of high-dimensional random vectors (Q6193027) (← links)
- Testing unconditional and conditional independence via mutual information (Q6199651) (← links)