IndependenceTests

R package IndependenceTests: Nonparametric tests of independence between random vectors. Functions for testing mutual independence between many numerical random vectors or serial independence of a multivariate stationary sequence. The proposed test works when some or all of the marginal distributions are singular with respect to Lebesgue measure.


References in zbMATH (referenced in 33 articles )

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  1. Meintanis, Simos G.; Hušková, Marie; Hlávka, Zdeněk: Fourier-type tests of mutual independence between functional time series (2022)
  2. Mercadier, Cécile; Roustant, Olivier; Genest, Christian: Linking the Hoeffding-sobol and Möbius formulas through a decomposition of kuo, sloan, wasilkowski, and woźniakowski (2022)
  3. Bahraoui, Tarik; Kolev, Nikolai: New measure of the bivariate asymmetry (2021)
  4. Beaulieu, Guillaume Boglioni; de Micheaux, Pierre Lafaye; Ouimet, Frédéric: Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin (2021)
  5. Rivas Martínez, Gustavo-Ignacio; Jiménez-Gamero, María-Dolores: Computationally efficient approximations for independence tests in non-parametric regression (2021)
  6. Roy, Angshuman; Das, Kunal; Sarkar, Soham; Ghosh, Anil K.: Tests of mutual independence among several random vectors using univariate and multivariate ranks of nearest neighbours (2021)
  7. Guo, Lingzhe; Modarres, Reza: Nonparametric tests of independence based on interpoint distances (2020)
  8. Guo, Xu; Jiang, Xuejun; Zhang, Shumei; Zhu, Lixing: Pairwise distance-based heteroscedasticity test for regressions (2020)
  9. Kalemkerian, Juan; Fernández, Diego: An independence test based on recurrence rates (2020)
  10. Roy, Angshuman; Ghosh, Anil K.: Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors (2020)
  11. Roy, Angshuman; Sarkar, Soham; Ghosh, Anil K.; Goswami, Alok: On some consistent tests of mutual independence among several random vectors of arbitrary dimensions (2020)
  12. Andersen, Torben G.; Thyrsgaard, Martin; Todorov, Viktor: Time-varying periodicity in intraday volatility (2019)
  13. Chen, Feifei; Meintanis, Simos G.; Zhu, Lixing: On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence (2019)
  14. Jiménez-Gamero, M. D.; Alba-Fernández, M. V.; Ariza-López, F. J.: Approximating the null distribution of a class of statistics for testing independence (2019)
  15. Lee, Sangyeol; Meintanis, Simos G.; Jo, Minyoung: Inferential procedures based on the integrated empirical characteristic function (2019)
  16. Berghaus, Betina; Segers, Johan: Weak convergence of the weighted empirical beta copula process (2018)
  17. Jin, Ze; Matteson, David S.: Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics (2018)
  18. Luo, Chongliang; Liang, Jian; Li, Gen; Wang, Fei; Zhang, Changshui; Dey, Dipak K.; Chen, Kun: Leveraging mixed and incomplete outcomes via reduced-rank modeling (2018)
  19. Meintanis, Simos G.; Ngatchou-Wandji, Joseph; Allison, James: Testing for serial independence in vector autoregressive models (2018)
  20. Xia, Yin; Cai, Tianxi; Cai, T. Tony: Multiple testing of submatrices of a precision matrix with applications to identification of between pathway interactions (2018)

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