Distance Metrics for Measuring Joint Dependence with Application to Causal Inference
From MaRDI portal
Publication:5208070
DOI10.1080/01621459.2018.1513364zbMath1428.62337arXiv1711.09179OpenAlexW2962830967MaRDI QIDQ5208070
Xianyang Zhang, Shubhadeep Chakraborty
Publication date: 15 January 2020
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.09179
bootstrapdirected acyclic graphdistance covariance\(U\)-statistic\(V\)-statisticinteraction dependence
Measures of association (correlation, canonical correlation, etc.) (62H20) Analysis of variance and covariance (ANOVA) (62J10)
Related Items (13)
HIGH-ORDER CONDITIONAL DISTANCE COVARIANCE WITH CONDITIONAL MUTUAL INDEPENDENCE ⋮ Tests of mutual independence among several random vectors using univariate and multivariate ranks of nearest neighbours ⋮ Copula versions of distance multivariance and dHSIC via the distributional transform – a general approach to construct invariant dependence measures ⋮ Distributed testing on mutual independence of massive multivariate data ⋮ Nonlinear functional canonical correlation analysis via distance covariance ⋮ On some consistent tests of mutual independence among several random vectors of arbitrary dimensions ⋮ Distance-covariance-based tests for heteroscedasticity in nonlinear regressions ⋮ Distance-based and RKHS-based dependence metrics in high dimension ⋮ Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors ⋮ Asymptotic distributions of high-dimensional distance correlation inference ⋮ Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin ⋮ A new framework for distance and kernel-based metrics in high dimensions ⋮ Fourier-type tests of mutual independence between functional time series
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- 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
- Hierarchical clustering via joint between-within distances: extending Ward's minimum variance method
- Distance covariance in metric spaces
- Energy statistics: a class of statistics based on distances
- The affinely invariant distance correlation
- CAM: causal additive models, high-dimensional order search and penalized regression
- Lancaster interactions revisited
- Brownian distance covariance
- A consistent test for multivariate normality based on the empirical characteristic function
- Goodness-of-fit statistics for discrete multivariate data
- A new approach to the BHEP tests for multivariate normality
- On the uniqueness of distance covariance
- A consistent test of independence based on a sign covariance related to Kendall's tau
- Multivariante information transmission
- Testing independence and goodness-of-fit in linear models
- 10.1162/153244303768966085
- Kernel-Based Tests for Joint Independence
- Testing Mutual Independence in High Dimension via Distance Covariance
- Adaptive Smoothing and Density-Based Tests of Multivariate Normality
- Conditional Distance Correlation
- Algorithmic Learning Theory
- Measures of multivariate skewness and kurtosis with applications
This page was built for publication: Distance Metrics for Measuring Joint Dependence with Application to Causal Inference
