Pages that link to "Item:Q892249"
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The following pages link to Bootstrap and permutation tests of independence for point processes (Q892249):
Displaying 12 items.
- Optimal rates for independence testing via $U$-statistic permutation tests (Q130903) (← links)
- Bootstrap and permutation tests of independence for point processes (Q892249) (← links)
- Tests of zero correlation using modified RV coefficient for high-dimensional vectors (Q2321773) (← links)
- Bootstrap- and permutation-based inference for the Mann-Whitney effect for right-censored and tied data (Q2414879) (← links)
- Detection of dependence patterns with delay (Q2803441) (← links)
- (Q3157552) (← links)
- A bootstrap for point processes (Q4392585) (← links)
- Testing independence between two nonhomogeneous point processes in time (Q5033448) (← links)
- Surrogate Data Methods Based on a Shuffling of the Trials for Synchrony Detection: The Centering Issue (Q5380587) (← links)
- Some correlation tests for vectors of large dimension (Q6106184) (← links)
- Limit theorems for entropic optimal transport maps and Sinkhorn divergence (Q6200901) (← links)
- Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics (Q6550967) (← links)
