Pages that link to "Item:Q2414854"
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The following pages link to Detecting independence of random vectors: generalized distance covariance and Gaussian covariance (Q2414854):
Displaying 15 items.
- Ball Covariance: A Generic Measure of Dependence in Banach Space (Q76129) (← links)
- Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence (Q151604) (← links)
- Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation (Q746325) (← links)
- Conditional independence between two variables given any conditioning subset implies block diagonal covariance matrix for multivariate Gaussian distributions (Q947201) (← links)
- A regression perspective on generalized distance covariance and the Hilbert-Schmidt independence criterion (Q2092898) (← links)
- On the uniqueness of distance covariance (Q2231038) (← links)
- Distance multivariance: new dependence measures for random vectors (Q2328059) (← links)
- On distance covariance in metric and Hilbert spaces (Q5009807) (← links)
- Copula versions of distance multivariance and dHSIC via the distributional transform – a general approach to construct invariant dependence measures (Q5110808) (← links)
- Distance Metrics for Measuring Joint Dependence with Application to Causal Inference (Q5208070) (← links)
- Generalization of the energy distance by Bernstein functions (Q6046199) (← links)
- Generalization of the HSIC and distance covariance using PDI kernels (Q6048904) (← links)
- Generalized martingale difference divergence: detecting conditional mean independence with applications in variable screening (Q6167038) (← links)
- Deep nonlinear sufficient dimension reduction (Q6608686) (← links)
- A slicing-free perspective to sufficient dimension reduction: selective review and recent developments (Q6663974) (← links)
