Pages that link to "Item:Q4850132"
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The following pages link to A Consistent Test for Bivariate Dependence (Q4850132):
Displayed 50 items.
- The distance standard deviation (Q85655) (← links)
- Partial distance correlation with methods for dissimilarities (Q136776) (← links)
- Energy statistics: a class of statistics based on distances (Q389244) (← links)
- Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application (Q393538) (← links)
- Strongly consistent nonparametric tests of conditional independence (Q426704) (← links)
- Least-squares independence regression for non-linear causal inference under non-Gaussian noise (Q479477) (← links)
- A test of independence based on a generalized correlation function (Q612521) (← links)
- Tests for independence in non-parametric heteroscedastic regression models (Q632754) (← links)
- Rejoinder: ``Brownian distance covariance'' (Q965097) (← links)
- Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence (Q997376) (← links)
- Fourier methods for testing multivariate independence (Q1023517) (← links)
- A consistent modification of a test for independence based on the empirical characteristic function (Q1269980) (← links)
- Square tray distributions (Q1284062) (← links)
- Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function (Q1365549) (← links)
- Applications of distance correlation to time series (Q1708994) (← links)
- Some novel models of distributions over the unit square (Q1866246) (← links)
- Multiple square tray distributions. (Q1871271) (← links)
- Asymptotic distributions of high-dimensional distance correlation inference (Q2054473) (← links)
- Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
- On universally consistent and fully distribution-free rank tests of vector independence (Q2091822) (← links)
- Goodness-of-fit testing for time series models via distance covariance (Q2116320) (← links)
- Distance covariance for random fields (Q2145778) (← links)
- Distance covariance for discretized stochastic processes (Q2203622) (← links)
- On the uniqueness of distance covariance (Q2231038) (← links)
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence (Q2274935) (← links)
- A new test of independence for bivariate observations (Q2401357) (← links)
- Threshold selection for multivariate heavy-tailed data (Q2418002) (← links)
- A consistent test of independence based on a sign covariance related to Kendall's tau (Q2448720) (← links)
- Asymptotic properties of a dimension-robust quadratic dependence measure (Q2472991) (← links)
- A multivariate nonparametric test of independence (Q2507741) (← links)
- A multivariate empirical characteristic function test of independence with normal marginals (Q2567124) (← links)
- A distance-based test of independence between two multivariate time series (Q2692924) (← links)
- Power Assessment of a New Test of Independence (Q2787352) (← links)
- A Hilbert Space Embedding for Distributions (Q3520045) (← links)
- Nonparametric Independence Tests: Space Partitioning and Kernel Approaches (Q3529919) (← links)
- Distance covariance for stochastic processes (Q4578302) (← links)
- Kernel-Based Tests for Joint Independence (Q4603812) (← links)
- A new Fourier transform algorithm for value-at-risk (Q4610240) (← links)
- Multi-Panel Kendall plot in light of an ROC curve analysis applied to measuring dependence (Q4632281) (← links)
- (Q4636983) (← links)
- On distance covariance in metric and Hilbert spaces (Q5009807) (← links)
- Nonparametric tests of independence based on interpoint distances (Q5221306) (← links)
- Testing independence based on Bernstein empirical copula and copula density (Q5266568) (← links)
- Partial Distance Correlation (Q5280087) (← links)
- Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs (Q5881094) (← links)
- Discussion of: Brownian distance covariance (Q5966377) (← links)
- Discussion of: Brownian distance covariance (Q5966378) (← links)
- Generalization of the HSIC and distance covariance using PDI kernels (Q6048904) (← links)
- An Updated Literature Review of Distance Correlation and Its Applications to Time Series (Q6086614) (← links)
- Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation (Q6107200) (← links)