The following pages link to (Q3685824):
Displaying 15 items.
- Strongly consistent nonparametric tests of conditional independence (Q426704) (← links)
- Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence (Q997376) (← links)
- Fourier methods for testing multivariate independence (Q1023517) (← links)
- Nonparametric tests for the changepoint problem (Q1094781) (← links)
- On nonparametric tests for symmetry in \(R^ m\) (Q1335381) (← links)
- Tail behaviour of Gaussian processes with applications to the Brownian pillow. (Q1426355) (← links)
- Empirical process of the squared residuals of an ARCH sequence (Q1848867) (← links)
- Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests (Q1922134) (← links)
- A note on testing independence by a copula-based order selection approach (Q1945057) (← links)
- On quadratic functionals of the Brownian sheet and related processes (Q2490073) (← links)
- Nonparametric Independence Tests: Space Partitioning and Kernel Approaches (Q3529919) (← links)
- (Q4636983) (← links)
- Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data (Q5079806) (← links)
- A nonparametric test of serial independence for time series and residuals (Q5960847) (← links)
- A random walk through Canadian contributions on empirical processes and their applications in probability and statistics (Q6059414) (← links)
