Cover Image

Interpretation and visualization of distance covariance through additive decomposition of correlations formula

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Wang, Andi, Yan, Hao, Du, Juan
Format:	Preprint
Published:	2023
Subjects:	Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A covariate-dependent Cholesky decomposition for high-dimensional covariance regression
by: Kim, Rakheon, et al.
Published: (2026)

Testing for patterns and structures in covariance and correlation matrices
by: Sattler, Paavo, et al.
Published: (2023)

A generalized distance covariance framework for genome-wide association studies
by: Edelmann, Dominic, et al.
Published: (2025)

On the properties of distance covariance for categorical data: Robustness, sure screening, and approximate null distributions
by: Zhang, Qingyang
Published: (2024)

Tests for categorical data beyond Pearson: A distance covariance and energy distance approach
by: Castro-Prado, Fernando, et al.
Published: (2024)

On independence testing using the (partial) distance correlation
by: Nikolaos, Kontemeniotis, et al.
Published: (2025)

Interpretable additive model for analyzing high-dimensional functional time series
by: Wang, Haixu, et al.
Published: (2025)

Path-specific causal decomposition analysis with multiple correlated mediator variables
by: Smith, Melissa J., et al.
Published: (2023)

An intuitive rearranging of the Yates covariance decomposition for probabilistic verification of forecasts with the Brier score
by: Vieira, Bruno Hebling
Published: (2026)

BARTSIMP: flexible spatial covariate modeling and prediction using Bayesian additive regression trees
by: Jiang, Alex Ziyu, et al.
Published: (2023)

Semiparametric analysis for paired comparisons with covariates
by: Song, Haoyue, et al.
Published: (2026)

Minimum Wasserstein distance estimator under covariate shift: closed-form, super-efficiency and irregularity
by: Lang, Junjun, et al.
Published: (2026)

Mahalanobis balancing: a multivariate perspective on approximate covariate balancing
by: Dai, Yimin, et al.
Published: (2022)

Categorical distance correlation under general encodings and its application to high-dimensional feature screening
by: Zhang, Qingyang
Published: (2026)

Inference in a generalized Bradley-Terry model for paired comparisons with covariates and a growing number of subjects
by: Yan, Ting
Published: (2025)

Clustered random forests with correlated data for optimal estimation and inference under potential covariate shift
by: Young, Elliot H., et al.
Published: (2025)

Hypothesis testing under uniform-block covariance structures
by: Yang, Yifan, et al.
Published: (2023)

Do covariates explain why these groups differ? The choice of reference group can reverse conclusions in the Oaxaca-Blinder decomposition
by: Quintero, Manuel, et al.
Published: (2026)

Asymptotic inference with flexible covariate adjustment under rerandomization and stratified rerandomization
by: Wang, Bingkai, et al.
Published: (2024)

High dimensional test for functional covariates
by: Jin, Huaqing, et al.
Published: (2024)

Relational event models with global covariates
by: Lembo, Melania, et al.
Published: (2024)

A new test for assessing the covariate effect in ROC curves
by: Fanjul-Hevia, Arís, et al.
Published: (2024)

Regression adjustment in covariate-adaptive randomized experiments with missing covariates
by: Fu, Wanjia, et al.
Published: (2025)

DOD: Detection of outliers in high dimensional data with distance of distances
by: Lee, Seong-ho, et al.
Published: (2025)

Efficiency-improved doubly robust estimation with non-confounding predictive covariates
by: Luo, Shanshan, et al.
Published: (2024)

Change-point detection in variance-covariance matrix
by: Lin, Ying, et al.
Published: (2026)

Blessing of dimension in Bayesian inference on covariance matrices
by: Chattopadhyay, Shounak, et al.
Published: (2024)

Factor-guided estimation of large covariance matrix function with conditional functional sparsity
by: Li, Dong, et al.
Published: (2023)

Clustering of functional data prone to complex heteroscedastic measurement error
by: Mai, Andi, et al.
Published: (2025)

Identification and estimation of the conditional average treatment effect with nonignorable missing covariates, treatment, and outcome
by: Zuo, Shuozhi, et al.
Published: (2026)

Synthesis estimators for positivity violations with a continuous covariate
by: Zivich, Paul N, et al.
Published: (2023)

Covariate adjustment in randomized experiments with missing outcomes and covariates
by: Zhao, Anqi, et al.
Published: (2023)

Nonparametric regression for a circular response with error-in-covariate
by: Woolsey, Nicholas, et al.
Published: (2025)

Online robust covariance matrix estimation and outlier detection
by: Guillot, Paul, et al.
Published: (2026)

Unsupervised Bayesian classification for models with scalar and functional covariates
by: Garcia, Nancy L., et al.
Published: (2022)

Posterior covariance information criterion for general loss functions
by: Iba, Yukito, et al.
Published: (2022)

Inside-out cross-covariance for spatial multivariate data
by: Peruzzi, Michele
Published: (2024)

Prediction decomposition for causal analysis
by: Reich, Ofir
Published: (2026)

Interpretable Scalar-on-Image Linear Regression Models via the Generalized Dantzig Selector
by: Liao, Sijia, et al.
Published: (2025)

Handling incomplete outcomes and covariates in cluster-randomized trials: doubly-robust estimation, efficiency considerations, and sensitivity analysis
by: Wang, Bingkai, et al.
Published: (2024)