Partial martingale difference correlation

DOI10.1214/15-ejs1047zbMath1329.62272MaRDI QIDQ151601

Shun Yao, Trevor Park, Xiaofeng Shao, Shun Yao, Trevor Park, Xiao-Feng Shao

Publication date: 1 January 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1436277595

zbMATH Keywords

nonlinear dependencevariable selectiondistance correlationpartial correlation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Generalizations of martingales (60G48)

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Cites Work

• Partial distance correlation with methods for dissimilarities
• Measuring and testing dependence by correlation of distances
• Equivalence of distance-based and RKHS-based statistics in hypothesis testing
• Distance covariance in metric spaces
• Direction estimation in single-index models via distance covariance
• The affinely invariant distance correlation
• Brownian distance covariance
• Dimension reduction for conditional mean in regression
• Comparison of permutation methods for the partial correlation and partial mantel tests
• Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening
• Quantile Correlations and Quantile Autoregressive Modeling
• Conditional Distance Correlation
• Integrated likelihood functions for non-Bayesian inference

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