Pages that link to "Item:Q997376"

The following pages link to Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence (Q997376):

Displaying 40 items.

• Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence (Q151604) (← links)
• Stat trek. An interview with Christian Genest (Q325009) (← links)
• Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
• Empirical processes for infinite variance autoregressive models (Q413784) (← links)
• Strongly consistent nonparametric tests of conditional independence (Q426704) (← links)
• A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions (Q434563) (← links)
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
• When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
• A multivariate version of Hoeffding's phi-square (Q604371) (← links)
• On testing equality of pairwise rank correlations in a multivariate random vector (Q604373) (← links)
• Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho (Q745523) (← links)
• A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf (Q906349) (← links)
• Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (Q907105) (← links)
• Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
• Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process (Q1012532) (← links)
• Serial independence tests for innovations of conditional mean and variance models (Q1708359) (← links)
• General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
• Identification of structural VAR models via independent component analysis: a performance evaluation study (Q2102887) (← links)
• Identification of structural multivariate GARCH models (Q2116335) (← links)
• Linking the Hoeffding-sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski (Q2128925) (← links)
• A primer on the characterization of the exchangeable Marshall-Olkin copula via monotone sequences (Q2180264) (← links)
• Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India (Q2208421) (← links)
• Rényi 100, quantitative and qualitative (in)dependence (Q2236653) (← links)
• A rank-based Cramér-von-Mises-type test for two samples (Q2318622) (← links)
• Multivariate nonparametric test of independence (Q2374408) (← links)
• A new test of independence for bivariate observations (Q2401357) (← links)
• Some hypothesis tests based on random projection (Q2403410) (← links)
• Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages (Q2445577) (← links)
• On testing for independence between the innovations of several time series (Q2856550) (← links)
• An extremal problem with applications to the problem of testing multivariate independence (Q2892913) (← links)
• Kendall's 𝒲 Reconsidered (Q3085314) (← links)
• From Distance Correlation to Multiscale Graph Correlation (Q3304853) (← links)
• Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation (Q6074743) (← links)
• Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles (Q6111414) (← links)
• Stochastic declustering of earthquakes with the spatiotemporal renewal ETAS model (Q6138629) (← links)
• General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)
• Testing for independence in high dimensions based on empirical copulas (Q6192330) (← links)
• The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests (Q6200948) (← links)
• Tests of independence and randomness for arbitrary data using copula-based covariances (Q6200949) (← links)
• Copula modeling from Abe Sklar to the present day (Q6200955) (← links)