Test of independence using generalized distance correlation
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Cites work
- A kernel two-sample test
- A NEW MEASURE OF RANK CORRELATION
- A Non-Parametric Test of Independence
- An iterative approach to distance correlation-based sure independence screening
- Applications of distance correlation to time series
- Approximation Theorems of Mathematical Statistics
- Asymptotic distributions of high-dimensional distance correlation inference
- Ball Covariance: A Generic Measure of Dependence in Banach Space
- Bootstrap and randomization tests of some nonparametric hypotheses
- Brownian distance covariance
- Conditional Distance Correlation
- Consistency of permutation tests of independence using distance covariance, HSIC and dHSIC
- Distance covariance in metric spaces
- Distance-based and RKHS-based dependence metrics in high dimension
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Eine neue Herleitung des Exponentialgesetzes in der Wahrscheinlichkeitsrechnung.
- Equivalence of distance-based and RKHS-based statistics in hypothesis testing
- Feature screening via distance correlation learning
- Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
- Generalized kernel distance covariance in high dimensions: non-null CLTs and power universality
- Goodness-of-fit testing for time series models via distance covariance
- Interaction pursuit in high-dimensional multi-response regression via distance correlation
- Interpoint-ranking sign covariance for the test of independence
- Kernel-based tests for joint independence
- Martingale difference correlation and its use in high-dimensional variable screening
- Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series
- Measuring and testing dependence by correlation of distances
- Measuring nonlinear dependence in time-series, a distance correlation approach
- Minimax optimality of permutation tests
- Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
- On the Independence of k Sets of Normally Distributed Statistical Variables
- On universally consistent and fully distribution-free rank tests of vector independence
- Optimal rates for independence testing via U-statistic permutation tests
- Partial distance correlation with methods for dissimilarities
- Sign test of independence between two random vectors.
- Testing for independence by the empirical characteristic function
- Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models
- Testing independence and goodness-of-fit in linear models
- Testing independence for multivariate time series via the auto-distance correlation matrix
- Testing mutual independence in high dimension via distance covariance
- The distance correlation \(t\)-test of independence in high dimension
- The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
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