Copertina

Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Shi, Hongjian, Drton, Mathias, Hallin, Marc, Han, Fang
Natura:	Preprint
Pubblicazione:	2021
Soggetti:	Statistics Theory
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Fully distribution-free center-outward rank tests for multiple-output regression and MANOVA
di: Hallin, Marc, et al.
Pubblicazione: (2020)

On universal inference in Gaussian mixture models
di: Shi, Hongjian, et al.
Pubblicazione: (2024)

Existence of Direct Density Ratio Estimators
di: Banzato, Erika, et al.
Pubblicazione: (2025)

One-sample location tests based on center-outward signs and ranks
di: Hlubinka, Daniel, et al.
Pubblicazione: (2025)

The exact region determined by Spearman's footrule, Gini's gamma and Kendall's tau
di: Bukovšek, Damjana Kokol, et al.
Pubblicazione: (2026)

Nonparametric estimation of the multivariate Spearman's footrule: a further discussion
di: Pérez, Ana, et al.
Pubblicazione: (2025)

Cost-Aware Optimized Front-Door Experimental Design
di: Mareis, Leopold, et al.
Pubblicazione: (2026)

Trek-Based Parameter Identification for Linear Causal Models With Arbitrarily Structured Latent Variables
di: Sturma, Nils, et al.
Pubblicazione: (2025)

On the distance between mean and geometric median in high dimensions
di: Schwank, Richard, et al.
Pubblicazione: (2025)

On weak convergence of Gaussian conditional distributions
di: Lumpp, Sarah, et al.
Pubblicazione: (2025)

Quantiles and Quantile Regression on Riemannian Manifolds: a measure-transportation-based approach
di: Hallin, Marc, et al.
Pubblicazione: (2024)

Dual Likelihood for Causal Inference under Structure Uncertainty
di: Strieder, David, et al.
Pubblicazione: (2024)

Identifying Total Causal Effects in Linear Models under Partial Homoscedasticity
di: Strieder, David, et al.
Pubblicazione: (2024)

Confidence in Causal Inference under Structure Uncertainty in Linear Causal Models with Equal Variances
di: Strieder, David, et al.
Pubblicazione: (2023)

Kendall Correlation Coefficient for non-Identically Distributed Variables
di: Stepanov, Alexei
Pubblicazione: (2026)

Multivariate Quantiles: Geometric and Measure-Transportation-Based Contours
di: Hallin, Marc, et al.
Pubblicazione: (2024)

Revisiting the region determined by Spearman's $ρ$ and Spearman's footrule $ϕ$
di: Tschimpke, Marco, et al.
Pubblicazione: (2024)

Powerful kernel‐based association tests for multivariate responses
di: Mingya Long, et al.
Pubblicazione: (2026)

M-estimation with e-statistics
di: Wang, Hongjian, et al.
Pubblicazione: (2026)

Kendall Correlation Coefficients for Portfolio Optimization
di: Espana, Tomas, et al.
Pubblicazione: (2024)

Matching Criterion for Identifiability in Sparse Factor Analysis
di: Sturma, Nils, et al.
Pubblicazione: (2025)

Rational Maximum Likelihood Estimators of Kronecker Covariance Matrices
di: Drton, Mathias, et al.
Pubblicazione: (2024)

Limiting Spectral Distribution of High-dimensional Multivariate Kendall-$τ$
di: Wu, Ruoyu
Pubblicazione: (2025)

Nonparametric Measure-Transportation-Based Methods for Directional Data
di: Hallin, Marc, et al.
Pubblicazione: (2022)

Asymptotic representations for Spearman's footrule correlation coefficient
di: Xia, Liqi, et al.
Pubblicazione: (2025)

Limiting Spectral Distribution of moderately large Kendall's correlation matrix and its application
di: Shevade, Raunak, et al.
Pubblicazione: (2026)

On statistical independence and density independence
di: Pasteka, Milan
Pubblicazione: (2024)

Completing and studentising Spearman's correlation in the presence of ties
di: Hurley, Landon
Pubblicazione: (2025)

E-values and sequential power-one tests for monotonicity and unimodality
di: Wang, Hongjian, et al.
Pubblicazione: (2026)

Testing Many Constraints in Possibly Irregular Models Using Incomplete U-Statistics
di: Sturma, Nils, et al.
Pubblicazione: (2022)

Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions
di: van der Spek, Rutger, et al.
Pubblicazione: (2022)

Conditional independence testing with a single realization of a multivariate nonstationary nonlinear time series
di: Wieck-Sosa, Michael, et al.
Pubblicazione: (2025)

On the exact region between Chatterjee's rank correlation and Spearman's footrule
di: Rockel, Marcus
Pubblicazione: (2025)

Distribution–free hyperrectangular tolerance regions for setting multivariate reference regions in laboratory medicine
di: Wei Liu, et al.
Pubblicazione: (2024)

A nonparametric distribution-free test of independence among continuous random vectors based on \texorpdfstring{$L_1$}{}-norm
di: Berrahou, Nour-Eddine, et al.
Pubblicazione: (2021)

Anytime-valid t-tests and confidence sequences for Gaussian means with unknown variance
di: Wang, Hongjian, et al.
Pubblicazione: (2023)

Errors due to departure from independence in multivariate Weibull distributions
di: Bhattacharjee, Subarna, et al.
Pubblicazione: (2024)

Exact exponential tail estimation for sums of independent centered random variables, under natural norming, with applications to the theory of U-statistics
di: Formica, M. R., et al.
Pubblicazione: (2024)

Faithlessness in Gaussian graphical models
di: Drton, Mathias, et al.
Pubblicazione: (2024)

Probability Metrics for Tropical Spaces of Different Dimensions
di: Talbut, Roan, et al.
Pubblicazione: (2023)