Imagen de Portada

Coverage correlation: detecting singular dependencies between random variables

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Yang, Xuzhi, Azadkia, Mona, Wang, Tengyao
Formato:	Preprint
Publicado:	2025
Materias:	Methodology Statistics Theory 62H20, 62H15
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

A new measure of dependence: Integrated $R^2$
por: Azadkia, Mona, et al.
Publicado: (2025)

Kernel Estimation Of Chatterjee's Dependence Coefficient
por: Azadkia, Mona, et al.
Publicado: (2026)

A new flexible class of kernel-based tests of independence
por: Cuparić, Marija, et al.
Publicado: (2024)

Extreme value theory for singular subspace estimation in the matrix denoising model
por: Chang, Junhyung, et al.
Publicado: (2025)

A robust Likelihood Ratio Test for high-dimensional MANOVA -- with excellent performance
por: Coelho, Carlos A.
Publicado: (2025)

On a class of Sobolev tests for symmetry of directions, their detection thresholds, and asymptotic powers
por: García-Portugués, Eduardo, et al.
Publicado: (2021)

Large dimensional Spearman's rank correlation matrices: The central limit theorem and its applications
por: Chen, Hantao, et al.
Publicado: (2024)

Controlling the False Discovery Rate in Subspace Selection
por: Díaz, Mateo, et al.
Publicado: (2024)

Independence Testing for Mixed Data
por: Jelić, Dana Bucalo, et al.
Publicado: (2025)

Finite mixture representations of zero-and-$N$-inflated distributions for count-compositional data
por: Menezes, André F. B., et al.
Publicado: (2025)

Shiha Distribution: Statistical Properties and Applications to Reliability Engineering and Environmental Data
por: Shiha, F. A.
Publicado: (2026)

Linear hypothesis testing in high-dimensional heteroscedastics via random integration
por: Cao, Mingxiang, et al.
Publicado: (2024)

Simultaneous Detection and Localization of Mean and Covariance Changes in High Dimensions
por: Cui, Junfeng, et al.
Publicado: (2025)

Symmetrisation of a class of two-sample tests by mutually considering depth ranks including functional spaces
por: Gnettner, Felix, et al.
Publicado: (2023)

An ordering for the strength of functional dependence
por: Ansari, Jonathan, et al.
Publicado: (2025)

Inference in high-dimensional logistic regression under tensor network dependence
por: Miles, Josh, et al.
Publicado: (2026)

The Geometry of Spectral Fluctuations: On Near-Optimal Conditions for Universal Gaussian CLTs, with Statistical Applications
por: Yin, Yanqing, et al.
Publicado: (2026)

Characterization of multi-way binary tables with uniform margins and fixed correlations
por: Fontana, Roberto, et al.
Publicado: (2026)

Some Asymptotic Results on Multiple Testing under Weak Dependence
por: Datta, Swarnadeep, et al.
Publicado: (2026)

A unified framework for multivariate two-sample and k-sample kernel-based quadratic distance goodness-of-fit tests
por: Markatou, Marianthi, et al.
Publicado: (2024)

Higher criticism for rare and weak non-proportional hazard deviations in survival analysis
por: Kipnis, Alon, et al.
Publicado: (2023)

Spearman's rho for zero-inflated count data: formulation and attainable bounds
por: Arends, Jasper, et al.
Publicado: (2025)

Asymptotics for non-degenerate multivariate $U$-statistics with estimated nuisance parameters under the null and local alternative hypotheses
por: Desgagné, Alain, et al.
Publicado: (2024)

Asymptotic properties of the multivariate Szász-Mirakyan estimator for cumulative distribution functions on the nonnegative orthant
por: Lyu, Guanjie, et al.
Publicado: (2026)

On the Bernstein-smoothed lower-tail Spearman's rho estimator
por: Ouimet, Frédéric, et al.
Publicado: (2025)

Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments
por: Desgagné, Alain, et al.
Publicado: (2025)

Causal inference amid missingness-specific independencies and mechanism shifts
por: de Aguas, Johan, et al.
Publicado: (2025)

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

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

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

On Testing Kronecker Product Structure in Tensor Factor Models
por: Cen, Zetai, et al.
Publicado: (2025)

Identification and Estimation of Multi-order Tensor Factor Models
por: Cen, Zetai
Publicado: (2025)

Comparing Two Categorical Gini Correlations with Applications to Classification Problems
por: Hewage, Sameera, et al.
Publicado: (2026)

Multivariate Functional Principal Component Analysis for Mixed-Type mHealth Data: An Application to Mood Disorders
por: Dey, Debangan, et al.
Publicado: (2026)

Shrinkage for Extreme Partial Least-Squares
por: Arbel, Julyan, et al.
Publicado: (2024)

Testing High-dimensional Nonstationary Time Series
por: Liu, Ruihan, et al.
Publicado: (2023)

Analysis of the weighted kappa and its maximum with Markov moves
por: Rapallo, Fabio
Publicado: (2020)

General linear hypothesis testing of high-dimensional mean vectors with unequal covariance matrices based on random integration
por: Cao, Mingxiang, et al.
Publicado: (2024)

Randomization Tests for Conditional Group Symmetry
por: Chiu, Kenny, et al.
Publicado: (2024)

W-transforms: Uniformity-preserving transformations and induced dependence structures
por: Hofert, Marius, et al.
Publicado: (2025)