Pages that link to "Item:Q85647"
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The following pages link to Measuring and testing dependence by correlation of distances (Q85647):
Displaying 50 items.
- Principal quantile regression for sufficient dimension reduction with heteroscedasticity (Q1657946) (← links)
- Hierarchical independent component analysis: a multi-resolution non-orthogonal data-driven basis (Q1659489) (← links)
- Robust feature screening for ultra-high dimensional right censored data via distance correlation (Q1662094) (← links)
- Goodness-of-fit test for nonparametric regression models: smoothing spline ANOVA models as example (Q1662327) (← links)
- Supervised dimension reduction for ordinal predictors (Q1662936) (← links)
- Testing for central symmetry and inference of the unknown center (Q1663104) (← links)
- Distance-correlation based gene set analysis in longitudinal studies (Q1672816) (← links)
- A martingale-difference-divergence-based test for specification (Q1673555) (← links)
- Comparison of a large number of regression curves (Q1679568) (← links)
- Large-scale kernel methods for independence testing (Q1702289) (← links)
- On the estimation of the characteristic function in finite populations with applications (Q1708363) (← links)
- Applications of distance correlation to time series (Q1708994) (← links)
- Functional-bandwidth kernel for support vector machine with functional data: an alternating optimization algorithm (Q1711465) (← links)
- Correlation extrapolated (Q1726772) (← links)
- A short note on the dependence structure of random vectors (Q1726873) (← links)
- Independence test for large sparse contingency tables based on distance correlation (Q1726907) (← links)
- Split-door criterion: identification of causal effects through auxiliary outcomes (Q1728679) (← links)
- Four simple axioms of dependence measures (Q1731093) (← links)
- An RKHS model for variable selection in functional linear regression (Q1733266) (← links)
- Ranking the importance of variables in nonlinear system identification (Q1737872) (← links)
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532) (← links)
- Model-free feature screening for ultrahigh-dimensional data conditional on some variables (Q1744707) (← links)
- Supervised dimensionality reduction via distance correlation maximization (Q1746548) (← links)
- Conditional mean and quantile dependence testing in high dimension (Q1747737) (← links)
- On consistency and sparsity for sliced inverse regression in high dimensions (Q1750280) (← links)
- Testing for serial independence in vector autoregressive models (Q1757250) (← links)
- Pairwise distance-based tests for conditional symmetry (Q1796941) (← links)
- Correlation measures (Q1806359) (← links)
- A note on testing independence by a copula-based order selection approach (Q1945057) (← links)
- Asymptotic independence of correlation coefficients with application to testing hypothesis of independence (Q1952189) (← links)
- Conditional-quantile screening for ultrahigh-dimensional survival data via martingale difference correlation (Q1989916) (← links)
- Measuring and testing for interval quantile dependence (Q1991673) (← links)
- High-dimensional consistent independence testing with maxima of rank correlations (Q1996766) (← links)
- Distance-based and RKHS-based dependence metrics in high dimension (Q1996774) (← links)
- A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
- A framework for measuring association of random vectors via collapsed random variables (Q2001082) (← links)
- A distribution-free test of independence based on mean variance index (Q2002722) (← links)
- Variable selection in classification for multivariate functional data (Q2005523) (← links)
- Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors (Q2006742) (← links)
- A note on quantile feature screening via distance correlation (Q2010823) (← links)
- New measure of the bivariate asymmetry (Q2023847) (← links)
- Calibrating dependence between random elements (Q2031009) (← links)
- Feature screening based on distance correlation for ultrahigh-dimensional censored data with covariate measurement error (Q2032190) (← links)
- Learning sparse conditional distribution: an efficient kernel-based approach (Q2044348) (← links)
- A basic treatment of the distance covariance (Q2047370) (← links)
- Asymptotic distributions of high-dimensional distance correlation inference (Q2054473) (← links)
- Distributed statistical inference for massive data (Q2054533) (← links)
- The exact equivalence of distance and kernel methods in hypothesis testing (Q2058548) (← links)
- Model-free feature screening via distance correlation for ultrahigh dimensional survival data (Q2062408) (← links)
- Independence tests in the presence of measurement errors: an invariance law (Q2062771) (← links)
