An independence test based on recurrence rates. An empirical study and applications to real data

DOI10.1080/03610918.2022.2037637MaRDI QIDQ6552991

Juan Kalemkerian, Diego Fernández

Publication date: 11 June 2024

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Measuring and testing dependence by correlation of distances
• The distance correlation \(t\)-test of independence in high dimension
• An independence test based on recurrence rates
• Tests of independence and randomness based on the empirical copula process
• Some hypothesis tests based on random projection
• Inferring indirect coupling by means of recurrences
• Modelling and parameter estimation for discretely observed fractional iterated Ornstein-Uhlenbeck processes

This page was built for publication: An independence test based on recurrence rates. An empirical study and applications to real data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6552991)