Testing independence: count data case
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Cites work
- A bivariate count model with discrete Weibull margins
- A bivariate geometric distribution allowing for positive or negative correlation
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- A multivariate nonparametric test of independence
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- A new bivariate negative binomial distribution
- A new bivariate Poisson common shock model covering all possible degrees of dependence
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- A two-sample test for high-dimensional data with applications to gene-set testing
- A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
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- Fourier methods for testing multivariate independence
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- Mean vector testing for high-dimensional dependent observations
- Measuring and testing dependence by correlation of distances
- Multivariate Nonparametric Tests of Independence
- New non-parametric tests for independence
- Nonparametric independence testing via mutual information
- Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings
- Nonparametric tests of independence between random vectors
- On goodness-of-fit tests for the Neyman type a distribution
- On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests
- Properties and estimation of a bivariate geometric model with locally constant failure rates
- Quantifying the ratio-plot for the geometric distribution
- Reliability measures in the discrete bivariate set-up and related characterization results for a bivariate geometric distribution
- Score Tests for Testing Independence in the Zero-Truncated Bivariate Poisson Models
- Some copula-based tests of independence among several random variables having arbitrary probability distributions
- Some Useful Moment Results in Sampling Problems
- Testing for independence by the empirical characteristic function
- Testing for independence in arbitrary distributions
- Testing for the bivariate Poisson distribution
- Testing independence between discrete random variables
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