IndependenceTests

swMATH18402MaRDI QIDQ30242

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Source code repository: https://github.com/cran/IndependenceTests

Related Items (34)

Pairwise distance-based heteroscedasticity test for regressions ⋮ Linking the Hoeffding-sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski ⋮ Multivariate nonparametric test of independence ⋮ Computationally efficient approximations for independence tests in non-parametric regression ⋮ Tests of mutual independence among several random vectors using univariate and multivariate ranks of nearest neighbours ⋮ Optimal detection of weak positive latent dependence between two sequences of multiple tests ⋮ An independence test based on recurrence rates ⋮ Approximating the null distribution of a class of statistics for testing independence ⋮ Strongly consistent nonparametric tests of conditional independence ⋮ Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process ⋮ On some consistent tests of mutual independence among several random vectors of arbitrary dimensions ⋮ Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages ⋮ General tests of independence based on empirical processes indexed by functions ⋮ Weak convergence of the weighted empirical beta copula process ⋮ Testing for serial independence in vector autoregressive models ⋮ Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors ⋮ On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence ⋮ Leveraging mixed and incomplete outcomes via reduced-rank modeling ⋮ New measure of the bivariate asymmetry ⋮ Applications and asymptotic power of marginal-free tests of stochastic vectorial independence ⋮ Multiple Testing of Submatrices of a Precision Matrix With Applications to Identification of Between Pathway Interactions ⋮ Time-Varying Periodicity in Intraday Volatility ⋮ Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence ⋮ Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process ⋮ A-dependence statistics for mutual and serial independence of categorical variables ⋮ Nonparametric tests of independence based on interpoint distances ⋮ Discussion of: Brownian distance covariance ⋮ Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin ⋮ Inferential procedures based on the integrated empirical characteristic function ⋮ Fourier-type tests of mutual independence between functional time series ⋮ Tests of serial dependence for multivariate time series with arbitrary distributions ⋮ Some new copula based distribution-free tests of independence among several random variables ⋮ Unnamed Item ⋮ Conditional independence testing via weighted partial copulas

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