Pages that link to "Item:Q85647"

The following pages link to Measuring and testing dependence by correlation of distances (Q85647):

Displaying 50 items.

• Variable selection in functional regression models: a review (Q2062803) (← links)
• Stable correlation and robust feature screening (Q2070420) (← links)
• A new framework for distance and kernel-based metrics in high dimensions (Q2074298) (← links)
• Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
• Fourier transform sparse inverse regression estimators for sufficient variable selection (Q2076139) (← links)
• Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
• Measuring dependence between random vectors via optimal transport (Q2078573) (← links)
• Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation (Q2079620) (← links)
• Graph pseudometrics from a topological point of view (Q2080090) (← links)
• Some new copula based distribution-free tests of independence among several random variables (Q2082331) (← links)
• Circular Jaccard distance based multi-solution optimization for traveling salesman problems (Q2086823) (← links)
• A review of goodness-of-fit tests for models involving functional data (Q2087099) (← links)
• Different coefficients for studying dependence (Q2091341) (← links)
• On universally consistent and fully distribution-free rank tests of vector independence (Q2091822) (← links)
• A regression perspective on generalized distance covariance and the Hilbert-Schmidt independence criterion (Q2092898) (← links)
• TCMI: a non-parametric mutual-dependence estimator for multivariate continuous distributions (Q2097447) (← links)
• Identification of structural VAR models via independent component analysis: a performance evaluation study (Q2102887) (← links)
• A method for extracting nonlinear structure based on measures of dependence (Q2103283) (← links)
• Prediction scoring of data-driven discoveries for reproducible research (Q2104015) (← links)
• Estimation of time series models using residuals dependence measures (Q2105206) (← links)
• High-dimensional variable screening through kernel-based conditional mean dependence (Q2112254) (← links)
• On the asymptotic null distribution of the symmetrized Chatterjee's correlation coefficient (Q2112280) (← links)
• Optimization hierarchy for fair statistical decision problems (Q2112802) (← links)
• Goodness-of-fit testing for time series models via distance covariance (Q2116320) (← links)
• Minimax optimality of permutation tests (Q2119226) (← links)
• Symmetrical independence tests for two random vectors with arbitrary dimensional graphs (Q2131147) (← links)
• Adaptive test of independence based on HSIC measures (Q2131258) (← links)
• Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing (Q2131264) (← links)
• Testing independence and goodness-of-fit jointly for functional linear models (Q2131993) (← links)
• Asymptotic behaviour of the empirical distance covariance for dependent data (Q2135206) (← links)
• A general framework for tensor screening through smoothing (Q2136613) (← links)
• On sufficient variable screening using log odds ratio filter (Q2136614) (← links)
• Empirical process of concomitants for partly categorial data and applications in statistics (Q2136997) (← links)
• KM-MIC: an improved maximum information coefficient based on K-medoids clustering (Q2137340) (← links)
• On a multivariate copula-based dependence measure and its estimation (Q2137794) (← links)
• Distance covariance for random fields (Q2145778) (← links)
• Three methods for estimating a range of vehicular interactions (Q2148598) (← links)
• Distance correlation detecting Lyapunov instabilities, noise-induced escape times and mixing (Q2151788) (← links)
• Outcome-adjusted balance measure for generalized propensity score model selection (Q2156818) (← links)
• Independence index sufficient variable screening for categorical responses (Q2157537) (← links)
• Covariates distributions balancing for continuous treatment (Q2159817) (← links)
• The perfect marriage and much more: combining dimension reduction, distance measures and covariance (Q2164274) (← links)
• Model-free conditional screening via conditional distance correlation (Q2175650) (← links)
• Joint model-free feature screening for ultra-high dimensional semi-competing risks data (Q2181545) (← links)
• An independence test based on recurrence rates (Q2181733) (← links)
• Bayesian nonparametric test for independence between random vectors (Q2189593) (← links)
• Feature screening under missing indicator imputation with non-ignorable missing response (Q2189600) (← links)
• Nonlinear functional canonical correlation analysis via distance covariance (Q2201549) (← links)
• Using tours to visually investigate properties of new projection pursuit indexes with application to problems in physics (Q2203409) (← links)
• Distance covariance for discretized stochastic processes (Q2203622) (← links)