Statistical Inferences for Complex Dependence of Multimodal Imaging Data
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Cites work
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- A new framework for distance and kernel-based metrics in high dimensions
- A NEW MEASURE OF RANK CORRELATION
- A Nonparametric Test of Independence Between Two Vectors
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- Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors
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- Central limit theorems for high dimensional dependent data
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- Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs
- Distribution-free tests of independence in high dimensions
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
- Gaussian graphical model estimation with false discovery rate control
- Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics
- Improved central limit theorem and bootstrap approximations in high dimensions
- Kernel-based tests for joint independence
- Measuring and testing dependence by correlation of distances
- Multivariate Nonparametric Tests of Independence
- Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
- On some test criteria for covariance matrix
- On the Independence of k Sets of Normally Distributed Statistical Variables
- Optimal rates for independence testing via U-statistic permutation tests
- Projection correlation between two random vectors
- RELATIONS BETWEEN TWO SETS OF VARIATES
- Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity
- Simultaneous covariance inference for multimodal integrative analysis
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Testing for complete independence in high dimensions
- Testing independence in high dimensions with sums of rank correlations
- Testing mutual independence in high dimension via distance covariance
- Two-Sample Test of High Dimensional Means Under Dependence
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