Quantile generalized measures of correlation

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

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Measuring and testing dependence by correlation of distances
Ball Covariance: A Generic Measure of Dependence in Banach Space
Model-Free Feature Screening for Ultrahigh-Dimensional Data
A simple measure of conditional dependence
A new coefficient of correlation
Detecting Novel Associations in Large Data Sets
Partial martingale difference correlation
Measuring multivariate association and beyond
Generalized random forests
Globally adaptive quantile regression with ultra-high dimensional data
Robust model-free feature screening via quantile correlation
Composite quantile regression and the oracle model selection theory
High-dimensional classification using features annealed independence rules
Quantile regression in partially linear varying coefficient models
Limiting distributions for \(L_1\) regression estimators under general conditions
Statistical dependence: beyond Pearson's \(\rho\)
Model-free feature screening via a modified composite quantile correlation
Hypothesis testing for regional quantiles
Local Linear Quantile Regression
Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
Stability Selection
Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression
Feature Screening via Distance Correlation Learning
Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond
Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening
CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION
Quantile function regression and variable selection for sparse models
Quantile Correlations and Quantile Autoregressive Modeling
Conditional Distance Correlation
Projection correlation between two random vectors
Algorithmic Learning Theory
Regional quantile regression for multiple responses

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