Testing independence between discrete random variables
From MaRDI portal
Recommendations
- Testing conditional independence of discrete distributions
- Testing for independence in arbitrary distributions
- scientific article; zbMATH DE number 1104013
- A test of independence in the presence of discrete points
- Test of independence between tow sets of variates
- Testing for Pairwise Independence
- Tests of independence of continuous random variables which guard against special alternatives
- scientific article; zbMATH DE number 6285780
- On testing marginal versus conditional independence
- Tests of Independence and Zero Correlations Among P Random Variables
Cites work
- A bivariate INAR(1) process with application
- A consistent multivariate test of association based on ranks of distances
- A new bivariate Poisson common shock model covering all possible degrees of dependence
- Bayesian multivariate Poisson models for insurance ratemaking
- BAYESIAN MULTIVARIATE POISSON REGRESSION
- Bivariate generalizations of Neyman's Type A distribution
- Bivariate Poisson models with varying offsets: an application to the paired mitochondrial DNA dataset
- Estimation for the bivariate Poisson distribution
- Estimation in the bivariate poisson distribution and hypothesis testing concerning independence
- scientific article; zbMATH DE number 997340 (Why is no real title available?)
- scientific article; zbMATH DE number 1237531 (Why is no real title available?)
- scientific article; zbMATH DE number 3441465 (Why is no real title available?)
- Information Criteria for Discriminating Among Alternative Regression Models
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Maximum Likelihood Estimation of Misspecified Models
- Measuring and testing dependence by correlation of distances
- Multivariate negative binomial models for insurance claim counts
- Negative binomial loglinear mixed models
- On a bivariate poisson distribution
- On Information and Sufficiency
- On the bivariate Skellam distribution
- Optimal dynamic reinsurance with dependent risks: variance premium principle
- Testing for independence in arbitrary distributions
- Testing for the bivariate Poisson distribution
- Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test.
- Testing the number of components in a normal mixture
Cited in
(2)
This page was built for publication: Testing independence between discrete random variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5875273)
