A new class of measures for testing independence
From MaRDI portal
Publication:4986346
DOI10.5705/SS.202017.0538zbMath1466.62341OpenAlexW2953525258WikidataQ128515251 ScholiaQ128515251MaRDI QIDQ4986346
Publication date: 27 April 2021
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.202017.0538
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10)
Related Items (8)
A brief review of linear sufficient dimension reduction through optimization ⋮ Independence index sufficient variable screening for categorical responses ⋮ Dimension reduction with expectation of conditional difference measure ⋮ Partial sufficient variable screening with categorical controls ⋮ Generalized martingale difference divergence: detecting conditional mean independence with applications in variable screening ⋮ Projection divergence in the reproducing kernel Hilbert space: asymptotic normality, block-wise and slicing estimation, and computational efficiency ⋮ Sufficient variable screening with high-dimensional controls ⋮ Expected Conditional Characteristic Function-based Measures for Testing Independence
This page was built for publication: A new class of measures for testing independence