Pages that link to "Item:Q1164928"

The following pages link to An asymptotic decomposition for multivariate distribution-free tests of independence (Q1164928):

Displaying 49 items.

• A distribution free test to detect general dependence between a response variable and a covariate in the presence of heteroscedastic treatment effects (Q134914) (← links)
• Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
• On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data (Q391603) (← links)
• A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions (Q434563) (← links)
• A Kolmogorov-Smirnov type test for independence between marks and points of marked point processes (Q485912) (← links)
• Spacings-ratio empirical processes (Q653807) (← links)
• Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho (Q745523) (← links)
• Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation (Q746325) (← links)
• Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence (Q997376) (← links)
• A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables (Q999848) (← links)
• Testing for equality between two copulas (Q1000568) (← links)
• Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process (Q1012532) (← links)
• A-dependence statistics for mutual and serial independence of categorical variables (Q1015891) (← links)
• Testing for independence by the empirical characteristic function (Q1070713) (← links)
• Multivariate extensions of the Anderson--Darling process. (Q1423166) (← links)
• Tail behaviour of Gaussian processes with applications to the Brownian pillow. (Q1426355) (← links)
• General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
• Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
• Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests (Q1922134) (← links)
• Distance-based and RKHS-based dependence metrics in high dimension (Q1996774) (← links)
• Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
• Conditional independence testing via weighted partial copulas (Q2101473) (← links)
• Linking the Hoeffding-sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski (Q2128925) (← links)
• Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India (Q2208421) (← links)
• Rényi 100, quantitative and qualitative (in)dependence (Q2236653) (← links)
• Tests of independence and randomness based on the empirical copula process (Q2387481) (← links)
• A consistent test of independence based on a sign covariance related to Kendall's tau (Q2448720) (← links)
• Nonparametric tests of independence between random vectors (Q2474244) (← links)
• A multivariate nonparametric test of independence (Q2507741) (← links)
• A multivariate empirical characteristic function test of independence with normal marginals (Q2567124) (← links)
• Local efficiency of a Cramér\,-\,von Mises test of independence (Q2581522) (← links)
• On testing for independence between the innovations of several time series (Q2856550) (← links)
• An extremal problem with applications to the problem of testing multivariate independence (Q2892913) (← links)
• Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions (Q4337163) (← links)
• Test of Independence in the Farlie–Gumbel–Morgenstern Distribution (Q4414360) (← links)
• Smooth nonparametric Bernstein vine copulas (Q4555067) (← links)
• (Q4636983) (← links)
• A large sample test for one parameter families of copulas (Q4843802) (← links)
• Independent block identification in multivariate time series (Q4997685) (← links)
• Testing exchangeability of copulas in arbitrary dimension (Q5266553) (← links)
• Testing independence based on Bernstein empirical copula and copula density (Q5266568) (← links)
• Weighted Multivariate Tests of Independence (Q5438312) (← links)
• A kolmogorov-smirnov type test for positive quadrant dependence (Q5718590) (← links)
• Discussion of: Brownian distance covariance (Q5966377) (← links)
• A random walk through Canadian contributions on empirical processes and their applications in probability and statistics (Q6059414) (← links)
• Test of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear data (Q6143882) (← links)
• General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)
• Testing for independence in high dimensions based on empirical copulas (Q6192330) (← links)
• Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets (Q6604272) (← links)