Pages that link to "Item:Q1952189"
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The following pages link to Asymptotic independence of correlation coefficients with application to testing hypothesis of independence (Q1952189):
Displaying 13 items.
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- Independence criteria based on generalized correlation coefficients and their asymptotic efficiency (Q1420340) (← links)
- Null distribution of the sum of squared \(z\)-transforms in testing complete independence (Q1813352) (← links)
- Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
- On the asymptotic null distribution of the symmetrized Chatterjee's correlation coefficient (Q2112280) (← links)
- Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
- Asymptotic distribution of inequality-restricted canonical correlation with application to tests for independence in ordered contingency tables (Q2486001) (← links)
- Max-linear regression models with regularization (Q2658805) (← links)
- Asymptotic efficiency of independence tests based on gini's rank association coefficient, spearman's footrule and their generalizations (Q4237871) (← links)
- Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond (Q4648569) (← links)
- On a Screened Pearson Correlation and Its Application to Interdependence Methods (Q4648643) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880061) (← links)
