Saved in:
| Main Authors: | Dastbaravarde, A., Dolati, A. |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2402.05665 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Kernel Estimation Of Chatterjee's Dependence Coefficient
by: Azadkia, Mona, et al.
Published: (2026)
by: Azadkia, Mona, et al.
Published: (2026)
Location and association measures for interval-valued data based on Mallows' distance
by: Oliveira, M. Rosário, et al.
Published: (2024)
by: Oliveira, M. Rosário, et al.
Published: (2024)
On bivariate lower semilinear copulas and the star product
by: Maislinger, Lea, et al.
Published: (2024)
by: Maislinger, Lea, et al.
Published: (2024)
On the Bernstein-smoothed lower-tail Spearman's rho estimator
by: Ouimet, Frédéric, et al.
Published: (2025)
by: Ouimet, Frédéric, et al.
Published: (2025)
The exact region determined by Spearman's footrule, Gini's gamma and Kendall's tau
by: Bukovšek, Damjana Kokol, et al.
Published: (2026)
by: Bukovšek, Damjana Kokol, et al.
Published: (2026)
Asymptotic independence in higher dimensions and its implications on risk management
by: Das, Bikramjit, et al.
Published: (2024)
by: Das, Bikramjit, et al.
Published: (2024)
An ordering for the strength of functional dependence
by: Ansari, Jonathan, et al.
Published: (2025)
by: Ansari, Jonathan, et al.
Published: (2025)
Asymptotic properties of the multivariate Szász-Mirakyan estimator for cumulative distribution functions on the nonnegative orthant
by: Lyu, Guanjie, et al.
Published: (2026)
by: Lyu, Guanjie, et al.
Published: (2026)
A Simple Bootstrap for Chatterjee's Rank Correlation
by: Dette, Holger, et al.
Published: (2023)
by: Dette, Holger, et al.
Published: (2023)
Joint FCLT for Sample Quantile and Measures of Dispersion for Functionals of Mixing Processes
by: Bräutigam, Marcel, et al.
Published: (2021)
by: Bräutigam, Marcel, et al.
Published: (2021)
A new class of copulas having dependence range larger than FGM-type copulas
by: Zachariah, Swaroop Georgy, et al.
Published: (2023)
by: Zachariah, Swaroop Georgy, et al.
Published: (2023)
Dirichlet kernel density estimation for strongly mixing sequences on the simplex
by: Daayeb, Hanen, et al.
Published: (2025)
by: Daayeb, Hanen, et al.
Published: (2025)
A new flexible class of kernel-based tests of independence
by: Cuparić, Marija, et al.
Published: (2024)
by: Cuparić, Marija, et al.
Published: (2024)
Directional $ρ$-coefficients
by: de Amo, Enrique, et al.
Published: (2025)
by: de Amo, Enrique, et al.
Published: (2025)
Stochastic approximation method for kernel sliced average variance estimation
by: Nkou, Emmanuel De Dieu
Published: (2024)
by: Nkou, Emmanuel De Dieu
Published: (2024)
How to measure multidimensional variation?
by: Auricchio, Gennaro, et al.
Published: (2024)
by: Auricchio, Gennaro, et al.
Published: (2024)
Normal approximations for the multivariate inverse Gaussian distribution and asymmetric kernel smoothing on $d$-dimensional half-spaces
by: Belzile, Léo R., et al.
Published: (2022)
by: Belzile, Léo R., et al.
Published: (2022)
Multiple combined gamma kernel estimations for nonnegative data with Bayesian adaptive bandwidths
by: Somé, Sobom M., et al.
Published: (2022)
by: Somé, Sobom M., et al.
Published: (2022)
Asymptotics for non-degenerate multivariate $U$-statistics with estimated nuisance parameters under the null and local alternative hypotheses
by: Desgagné, Alain, et al.
Published: (2024)
by: Desgagné, Alain, et al.
Published: (2024)
The empirical copula process in high dimensions: Stute's representation and applications
by: Bücher, Axel, et al.
Published: (2024)
by: Bücher, Axel, et al.
Published: (2024)
Quantifying and testing dependence to categorical variables
by: Hörmann, Siegfried, et al.
Published: (2025)
by: Hörmann, Siegfried, et al.
Published: (2025)
Tests of independence for pairs of paths of non-stationary Gaussian processes
by: Ernst, Philip A., et al.
Published: (2025)
by: Ernst, Philip A., et al.
Published: (2025)
Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments
by: Desgagné, Alain, et al.
Published: (2025)
by: Desgagné, Alain, et al.
Published: (2025)
On a class of Sobolev tests for symmetry of directions, their detection thresholds, and asymptotic powers
by: García-Portugués, Eduardo, et al.
Published: (2021)
by: García-Portugués, Eduardo, et al.
Published: (2021)
Asymptotic Normality of Chatterjee's Rank Correlation
by: Kroll, Marius
Published: (2024)
by: Kroll, Marius
Published: (2024)
Imbalanced Classification under Capacity Constraints
by: Fraiman, Daniel, et al.
Published: (2026)
by: Fraiman, Daniel, et al.
Published: (2026)
Characterization of multi-way binary tables with uniform margins and fixed correlations
by: Fontana, Roberto, et al.
Published: (2026)
by: Fontana, Roberto, et al.
Published: (2026)
Coverage correlation: detecting singular dependencies between random variables
by: Yang, Xuzhi, et al.
Published: (2025)
by: Yang, Xuzhi, et al.
Published: (2025)
On a copula product linking Wasserstein correlations and rearranged dependence measures
by: Ansari, Jonathan
Published: (2026)
by: Ansari, Jonathan
Published: (2026)
Estimators for multivariate allometric regression model
by: Tsukuda, Koji, et al.
Published: (2024)
by: Tsukuda, Koji, et al.
Published: (2024)
Finite mixture representations of zero-and-$N$-inflated distributions for count-compositional data
by: Menezes, André F. B., et al.
Published: (2025)
by: Menezes, André F. B., et al.
Published: (2025)
Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions
by: van der Spek, Rutger, et al.
Published: (2022)
by: van der Spek, Rutger, et al.
Published: (2022)
Azadkia-Chatterjee's dependence coefficient for infinite dimensional data
by: Hörmann, Siegfried, et al.
Published: (2024)
by: Hörmann, Siegfried, et al.
Published: (2024)
Multivariate change estimation for a stochastic heat equation from local measurements
by: Tiepner, Anton, et al.
Published: (2024)
by: Tiepner, Anton, et al.
Published: (2024)
A note on the equivalence between the conditional uncorrelation and the independence of random variables
by: Jaworski, Piotr, et al.
Published: (2022)
by: Jaworski, Piotr, et al.
Published: (2022)
Large dimensional Spearman's rank correlation matrices: The central limit theorem and its applications
by: Chen, Hantao, et al.
Published: (2024)
by: Chen, Hantao, et al.
Published: (2024)
Stein's method for the matrix normal distribution
by: Gaunt, Robert E., et al.
Published: (2026)
by: Gaunt, Robert E., et al.
Published: (2026)
Restrictions of PCBNs for integration-free computations
by: Derumigny, Alexis, et al.
Published: (2025)
by: Derumigny, Alexis, et al.
Published: (2025)
A new adaptive local polynomial density estimation procedure on complicated domains
by: Bertin, Karine, et al.
Published: (2023)
by: Bertin, Karine, et al.
Published: (2023)
Non-Steepness and Maximum Likelihood Estimation Properties of the Truncated Multivariate Normal Distributions
by: Levine, Michael, et al.
Published: (2023)
by: Levine, Michael, et al.
Published: (2023)
Similar Items
-
Kernel Estimation Of Chatterjee's Dependence Coefficient
by: Azadkia, Mona, et al.
Published: (2026) -
Location and association measures for interval-valued data based on Mallows' distance
by: Oliveira, M. Rosário, et al.
Published: (2024) -
On bivariate lower semilinear copulas and the star product
by: Maislinger, Lea, et al.
Published: (2024) -
On the Bernstein-smoothed lower-tail Spearman's rho estimator
by: Ouimet, Frédéric, et al.
Published: (2025) -
The exact region determined by Spearman's footrule, Gini's gamma and Kendall's tau
by: Bukovšek, Damjana Kokol, et al.
Published: (2026)