Pages that link to "Item:Q85652"
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The following pages link to Equivalence of distance-based and RKHS-based statistics in hypothesis testing (Q85652):
Displaying 50 items.
- Multivariate tests of independence based on a new class of measures of independence in reproducing kernel Hilbert space (Q2692923) (← links)
- A distance-based test of independence between two multivariate time series (Q2692924) (← links)
- Independence tests with random subspace of two random vectors in high dimension (Q2692934) (← links)
- Equivalence of kernel machine regression and kernel distance covariance for multidimensional phenotype association studies (Q2803506) (← links)
- An Omnibus Non-Parametric Test of Equality in Distribution for Unknown Functions (Q3120101) (← links)
- From Distance Correlation to Multiscale Graph Correlation (Q3304853) (← links)
- Optimal Quadrature-Sparsification for Integral Operator Approximation (Q4553791) (← links)
- Statistical inference on random dot product graphs: a survey (Q4558565) (← links)
- Characteristic and Universal Tensor Product Kernels (Q4558575) (← links)
- (Q4636983) (← links)
- (Q4636985) (← links)
- (Q4969096) (← links)
- (Q4986371) (← links)
- (Q4998859) (← links)
- On distance covariance in metric and Hilbert spaces (Q5009807) (← links)
- Kernel partial correlation: a novel approach to capturing conditional independence in graphical models for noisy data (Q5036378) (← links)
- Power Analysis of Projection-Pursuit Independence Tests (Q5037833) (← links)
- (Q5054599) (← links)
- (Q5054647) (← links)
- The Chi-Square Test of Distance Correlation (Q5083373) (← links)
- Bayesian Quadrature, Energy Minimization, and Space-Filling Design (Q5119636) (← links)
- Expected Conditional Characteristic Function-based Measures for Testing Independence (Q5130638) (← links)
- Methods for Assessment of Memory Reactivation (Q5157223) (← links)
- BET on Independence (Q5208069) (← links)
- Distance Metrics for Measuring Joint Dependence with Application to Causal Inference (Q5208070) (← links)
- Global sensitivity analysis with dependence measures (Q5220789) (← links)
- New improvements in the use of dependence measures for sensitivity analysis and screening (Q5221514) (← links)
- A Generic Sure Independence Screening Procedure (Q5231519) (← links)
- FastMMD: Ensemble of Circular Discrepancy for Efficient Two-Sample Test (Q5380252) (← links)
- A Generalized Kernel Method for Global Sensitivity Analysis (Q5862896) (← links)
- Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs (Q5881094) (← links)
- A Semiparametric Kernel Independence Test With Application to Mutational Signatures (Q5881952) (← links)
- The Hellinger Correlation (Q5885090) (← links)
- Generalization of the energy distance by Bernstein functions (Q6046199) (← links)
- Generalization of the HSIC and distance covariance using PDI kernels (Q6048904) (← links)
- Radon-Sobolev variational auto-encoders (Q6054949) (← links)
- Evaluating Forecasts for High-Impact Events Using Transformed Kernel Scores (Q6062232) (← links)
- Determinantal consensus clustering (Q6062809) (← links)
- A Wavelet-Based Independence Test for Functional Data With an Application to MEG Functional Connectivity (Q6077580) (← links)
- A consistent version of distance covariance for right‐censored survival data and its application in hypothesis testing (Q6079570) (← links)
- BLUE against OLSE in the location model: energy minimization and asymptotic considerations (Q6080695) (← links)
- (Q6084355) (← links)
- Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation (Q6107200) (← links)
- Test for homogeneity of random objects on manifolds with applications to biological shape analysis (Q6112553) (← links)
- EuMMD: efficiently computing the MMD two-sample test statistic for univariate data (Q6117020) (← links)
- Measuring and testing homogeneity of distributions by characteristic distance (Q6157030) (← links)
- Geometrical Insights for Implicit Generative Modeling (Q6162298) (← links)
- Generalized martingale difference divergence: detecting conditional mean independence with applications in variable screening (Q6167038) (← links)
- General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)
- Test of conditional independence in factor models via Hilbert-Schmidt independence criterion (Q6183689) (← links)