The following pages link to IndependenceTests (Q30242):
Displaying 34 items.
- Leveraging mixed and incomplete outcomes via reduced-rank modeling (Q105484) (← links)
- Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence (Q151604) (← links)
- Strongly consistent nonparametric tests of conditional independence (Q426704) (← links)
- Pairwise distance-based heteroscedasticity test for regressions (Q829105) (← links)
- Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (Q907105) (← links)
- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← 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)
- General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
- Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
- Testing for serial independence in vector autoregressive models (Q1757250) (← links)
- Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors (Q2006742) (← links)
- New measure of the bivariate asymmetry (Q2023847) (← links)
- Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin (Q2063758) (← links)
- Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
- Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
- Some new copula based distribution-free tests of independence among several random variables (Q2082331) (← 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)
- An independence test based on recurrence rates (Q2181733) (← links)
- On some consistent tests of mutual independence among several random vectors of arbitrary dimensions (Q2209730) (← links)
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence (Q2274935) (← links)
- Inferential procedures based on the integrated empirical characteristic function (Q2324329) (← links)
- Multivariate nonparametric test of independence (Q2374408) (← links)
- Optimal detection of weak positive latent dependence between two sequences of multiple tests (Q2401361) (← links)
- Approximating the null distribution of a class of statistics for testing independence (Q2423537) (← links)
- Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages (Q2445577) (← links)
- (Q4636983) (← links)
- Multiple Testing of Submatrices of a Precision Matrix With Applications to Identification of Between Pathway Interactions (Q4690961) (← links)
- Computationally efficient approximations for independence tests in non-parametric regression (Q5065236) (← links)
- Tests of mutual independence among several random vectors using univariate and multivariate ranks of nearest neighbours (Q5065310) (← links)
- Time-Varying Periodicity in Intraday Volatility (Q5208074) (← links)
- Nonparametric tests of independence based on interpoint distances (Q5221306) (← links)
- Discussion of: Brownian distance covariance (Q5966379) (← links)
