Pages that link to "Item:Q1996766"
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The following pages link to High-dimensional consistent independence testing with maxima of rank correlations (Q1996766):
Displaying 15 items.
- Testing independence in high dimensions with sums of rank correlations (Q1747739) (← links)
- Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin (Q2063758) (← links)
- On universally consistent and fully distribution-free rank tests of vector independence (Q2091822) (← links)
- Penalized Independence Rule for Testing High-Dimensional Hypotheses (Q3017854) (← links)
- The Binary Expansion Randomized Ensemble Test (Q6069482) (← links)
- Max-sum test based on Spearman's footrule for high-dimensional independence tests (Q6170540) (← links)
- Rank-based indices for testing independence between two high-dimensional vectors (Q6192324) (← links)
- Testing for independence in high dimensions based on empirical copulas (Q6192330) (← links)
- Rank-based max-sum tests for mutual independence of high-dimensional random vectors (Q6193027) (← links)
- Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient (Q6201868) (← links)
- Point process convergence for symmetric functions of high-dimensional random vectors (Q6536819) (← links)
- Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics (Q6550967) (← links)
- Distance correlation test for high-dimensional independence (Q6589588) (← links)
- A survey of some recent developments in measures of association (Q6645569) (← links)
- An adaptive test based on Kendall's tau for independence in high dimensions (Q6669473) (← links)
