Guella, Jean Carlo Generalization of the HSIC and distance covariance using PDI kernels. (English) Zbl 07738410 Banach J. Math. Anal. 17, No. 4, Paper No. 71, 53 p. (2023). MSC: 62G10 62H20 42A82 43A35 46E22 44A10 PDFBibTeX XMLCite \textit{J. C. Guella}, Banach J. Math. Anal. 17, No. 4, Paper No. 71, 53 p. (2023; Zbl 07738410) Full Text: DOI arXiv
Deb, Nabarun; Sen, Bodhisattva Multivariate rank-based distribution-free nonparametric testing using measure transportation. (English) Zbl 1514.62089 J. Am. Stat. Assoc. 118, No. 541, 192-207 (2023). MSC: 62H15 62G10 PDFBibTeX XMLCite \textit{N. Deb} and \textit{B. Sen}, J. Am. Stat. Assoc. 118, No. 541, 192--207 (2023; Zbl 1514.62089) Full Text: DOI arXiv
Chu, Ba A distance-based test of independence between two multivariate time series. (English) Zbl 1520.62107 J. Multivariate Anal. 195, Article ID 105151, 20 p. (2023). MSC: 62M10 62G09 62G10 62H15 62H20 PDFBibTeX XMLCite \textit{B. Chu}, J. Multivariate Anal. 195, Article ID 105151, 20 p. (2023; Zbl 1520.62107) Full Text: DOI
Shi, Hongjian; Drton, Mathias; Han, Fang Distribution-free consistent independence tests via center-outward ranks and signs. (English) Zbl 1506.62313 J. Am. Stat. Assoc. 117, No. 537, 395-410 (2022). MSC: 62H15 62F05 62G10 PDFBibTeX XMLCite \textit{H. Shi} et al., J. Am. Stat. Assoc. 117, No. 537, 395--410 (2022; Zbl 1506.62313) Full Text: DOI arXiv
Shi, Hongjian; Hallin, Marc; Drton, Mathias; Han, Fang On universally consistent and fully distribution-free rank tests of vector independence. (English) Zbl 07610758 Ann. Stat. 50, No. 4, 1933-1959 (2022). MSC: 62G10 PDFBibTeX XMLCite \textit{H. Shi} et al., Ann. Stat. 50, No. 4, 1933--1959 (2022; Zbl 07610758) Full Text: DOI arXiv
Matsui, Muneya; Mikosch, Thomas; Roozegar, Rasool; Tafakori, Laleh Distance covariance for random fields. (English) Zbl 1493.62069 Stochastic Processes Appl. 150, 280-322 (2022). MSC: 62E20 62G20 62M40 60F05 60F25 PDFBibTeX XMLCite \textit{M. Matsui} et al., Stochastic Processes Appl. 150, 280--322 (2022; Zbl 1493.62069) Full Text: DOI arXiv
Wan, Phyllis; Davis, Richard A. Goodness-of-fit testing for time series models via distance covariance. (English) Zbl 07491146 J. Econom. 227, No. 1, 4-24 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{P. Wan} and \textit{R. A. Davis}, J. Econom. 227, No. 1, 4--24 (2022; Zbl 07491146) Full Text: DOI arXiv
Meintanis, Simos G.; Hušková, Marie; Hlávka, Zdeněk Fourier-type tests of mutual independence between functional time series. (English) Zbl 1520.62112 J. Multivariate Anal. 189, Article ID 104873, 15 p. (2022). MSC: 62M10 62G10 62H15 62R10 PDFBibTeX XMLCite \textit{S. G. Meintanis} et al., J. Multivariate Anal. 189, Article ID 104873, 15 p. (2022; Zbl 1520.62112) Full Text: DOI
Gao, Lan; Fan, Yingying; Lv, Jinchi; Shao, Qi-Man Asymptotic distributions of high-dimensional distance correlation inference. (English) Zbl 1486.62050 Ann. Stat. 49, No. 4, 1999-2020 (2021). MSC: 62E20 62H20 62G10 62G20 PDFBibTeX XMLCite \textit{L. Gao} et al., Ann. Stat. 49, No. 4, 1999--2020 (2021; Zbl 1486.62050) Full Text: DOI arXiv Link
Janson, Svante On distance covariance in metric and Hilbert spaces. (English) Zbl 1470.62073 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1353-1393 (2021). MSC: 62H20 62G20 62R20 60B11 PDFBibTeX XMLCite \textit{S. Janson}, ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1353--1393 (2021; Zbl 1470.62073) Full Text: arXiv Link
Edelmann, Dominic; Richards, Donald; Vogel, Daniel The distance standard deviation. (English) Zbl 1462.62357 Ann. Stat. 48, No. 6, 3395-3416 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H20 62H30 62G10 62G30 62E10 60E10 60E15 PDFBibTeX XMLCite \textit{D. Edelmann} et al., Ann. Stat. 48, No. 6, 3395--3416 (2020; Zbl 1462.62357) Full Text: DOI arXiv Euclid
Dehling, Herold; Matsui, Muneya; Mikosch, Thomas; Samorodnitsky, Gennady; Tafakori, Laleh Distance covariance for discretized stochastic processes. (English) Zbl 1462.62356 Bernoulli 26, No. 4, 2758-2789 (2020). Reviewer: Fraser Daly (Edinburgh) MSC: 62H20 62G10 62G20 60G05 60E10 PDFBibTeX XMLCite \textit{H. Dehling} et al., Bernoulli 26, No. 4, 2758--2789 (2020; Zbl 1462.62356) Full Text: DOI arXiv Euclid
Guo, Lingzhe; Modarres, Reza Nonparametric tests of independence based on interpoint distances. (English) Zbl 1436.62153 J. Nonparametric Stat. 32, No. 1, 225-245 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62G09 62H15 62H20 62H12 PDFBibTeX XMLCite \textit{L. Guo} and \textit{R. Modarres}, J. Nonparametric Stat. 32, No. 1, 225--245 (2020; Zbl 1436.62153) Full Text: DOI
Edelmann, Dominic; Fokianos, Konstantinos; Pitsillou, Maria An updated literature review of distance correlation and its applications to time series. (English) Zbl 07763645 Int. Stat. Rev. 87, No. 2, 237-262 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{D. Edelmann} et al., Int. Stat. Rev. 87, No. 2, 237--262 (2019; Zbl 07763645) Full Text: DOI arXiv
Chen, Feifei; Meintanis, Simos G.; Zhu, Lixing On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence. (English) Zbl 1473.62186 J. Multivariate Anal. 173, 125-144 (2019). MSC: 62H15 62G10 62E10 PDFBibTeX XMLCite \textit{F. Chen} et al., J. Multivariate Anal. 173, 125--144 (2019; Zbl 1473.62186) Full Text: DOI
Wan, Phyllis; Davis, Richard A. Threshold selection for multivariate heavy-tailed data. (English) Zbl 1418.62220 Extremes 22, No. 1, 131-166 (2019). MSC: 62G32 60G70 62G10 62P05 PDFBibTeX XMLCite \textit{P. Wan} and \textit{R. A. Davis}, Extremes 22, No. 1, 131--166 (2019; Zbl 1418.62220) Full Text: DOI arXiv
Vexler, Albert; Afendras, Georgios; Markatou, Marianthi Multi-panel Kendall plot in light of an ROC curve analysis applied to measuring dependence. (English) Zbl 1417.62160 Statistics 53, No. 2, 417-439 (2019); correction ibid 53, No. 2, x (2019). MSC: 62H20 62G05 62H12 PDFBibTeX XMLCite \textit{A. Vexler} et al., Statistics 53, No. 2, 417--439 (2019; Zbl 1417.62160) Full Text: DOI arXiv
Davis, Richard A.; Matsui, Muneya; Mikosch, Thomas; Wan, Phyllis Applications of distance correlation to time series. (English) Zbl 1414.62357 Bernoulli 24, No. 4A, 3087-3116 (2018). MSC: 62M10 60E10 60G10 62E20 PDFBibTeX XMLCite \textit{R. A. Davis} et al., Bernoulli 24, No. 4A, 3087--3116 (2018; Zbl 1414.62357) Full Text: DOI arXiv Euclid
Pfister, Niklas; Bühlmann, Peter; Schölkopf, Bernhard; Peters, Jonas Kernel-based tests for joint independence. (English) Zbl 1381.62105 J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 1, 5-31 (2018). MSC: 62H12 62G10 PDFBibTeX XMLCite \textit{N. Pfister} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 1, 5--31 (2018; Zbl 1381.62105) Full Text: DOI arXiv Link
Matsui, Muneya; Mikosch, Thomas; Samorodnitsky, Gennady Distance covariance for stochastic processes. (English) Zbl 1396.62115 Probab. Math. Stat. 37, No. 2, 355-372 (2017). MSC: 62H20 62G10 PDFBibTeX XMLCite \textit{M. Matsui} et al., Probab. Math. Stat. 37, No. 2, 355--372 (2017; Zbl 1396.62115) Full Text: arXiv Link
Bilodeau, Martin; Nangue, Aurélien Guetsop Tests of mutual or serial independence of random vectors with applications. (English) Zbl 1440.62145 J. Mach. Learn. Res. 18(2017-2018), Paper No. 74, 40 p. (2017). MSC: 62G10 62H20 62P05 62P12 PDFBibTeX XMLCite \textit{M. Bilodeau} and \textit{A. G. Nangue}, J. Mach. Learn. Res. 18, Paper No. 74, 40 p. (2017; Zbl 1440.62145) Full Text: Link
Bagkavos, D.; Patil, P. N. A new test of independence for bivariate observations. (English) Zbl 1373.62268 J. Multivariate Anal. 160, 117-133 (2017). MSC: 62H15 62G20 62E20 PDFBibTeX XMLCite \textit{D. Bagkavos} and \textit{P. N. Patil}, J. Multivariate Anal. 160, 117--133 (2017; Zbl 1373.62268) Full Text: DOI
Belalia, M.; Bouezmarni, T.; Lemyre, F. C.; Taamouti, A. Testing independence based on Bernstein empirical copula and copula density. (English) Zbl 1369.62085 J. Nonparametric Stat. 29, No. 2, 346-380 (2017). MSC: 62G10 60H05 62G07 62G20 PDFBibTeX XMLCite \textit{M. Belalia} et al., J. Nonparametric Stat. 29, No. 2, 346--380 (2017; Zbl 1369.62085) Full Text: DOI Link
Székely, Gábor J.; Rizzo, Maria L. Partial distance correlation. (English) Zbl 1366.62075 Cao, Ricardo (ed.) et al., Nonparametric statistics. 2nd ISNPS, Cádiz, June 2014. Selected papers based on the presentations at the second conference of the International Society for Nonparametric Statistic, ISNPS, Cádiz, Spain, June 12–16, 2014. Cham: Springer (ISBN 978-3-319-41581-9/hbk; 978-3-319-41582-6/ebook). Springer Proceedings in Mathematics & Statistics 175, 179-190 (2016). MSC: 62H20 62G10 PDFBibTeX XMLCite \textit{G. J. Székely} and \textit{M. L. Rizzo}, Springer Proc. Math. Stat. 175, 179--190 (2016; Zbl 1366.62075) Full Text: DOI Link
Patil, P. N.; Bagkavos, D. Power assessment of a new test of independence. (English) Zbl 1331.62248 Akritas, Michael G. (ed.) et al., Topics in nonparametric statistics. Proceedings of the first conference of the International Society for Nonparametric Statistics, ISNPS, Chalkidiki, Greece, June 15–19, 2012. New York, NY: Springer (ISBN 978-1-4939-0568-3/hbk; 978-1-4939-0569-0/ebook). Springer Proceedings in Mathematics & Statistics 74, 13-19 (2014). MSC: 62G10 PDFBibTeX XMLCite \textit{P. N. Patil} and \textit{D. Bagkavos}, Springer Proc. Math. Stat. 74, 13--19 (2014; Zbl 1331.62248) Full Text: DOI
Székely, Gábor J.; Rizzo, Maria L. Partial distance correlation with methods for dissimilarities. (English) Zbl 1309.62105 Ann. Stat. 42, No. 6, 2382-2412 (2014). MSC: 62H20 62H15 62G05 PDFBibTeX XMLCite \textit{G. J. Székely} and \textit{M. L. Rizzo}, Ann. Stat. 42, No. 6, 2382--2412 (2014; Zbl 1309.62105) Full Text: DOI arXiv Euclid
Yamada, Makoto; Sugiyama, Masashi; Sese, Jun Least-squares independence regression for non-linear causal inference under non-Gaussian noise. (English) Zbl 1317.68198 Mach. Learn. 96, No. 3, 249-267 (2014). MSC: 68T05 62J02 PDFBibTeX XMLCite \textit{M. Yamada} et al., Mach. Learn. 96, No. 3, 249--267 (2014; Zbl 1317.68198) Full Text: DOI arXiv
Bergsma, Wicher; Dassios, Angelos A consistent test of independence based on a sign covariance related to Kendall’s tau. (English) Zbl 1400.62091 Bernoulli 20, No. 2, 1006-1028 (2014). MSC: 62G10 62H20 PDFBibTeX XMLCite \textit{W. Bergsma} and \textit{A. Dassios}, Bernoulli 20, No. 2, 1006--1028 (2014; Zbl 1400.62091) Full Text: DOI arXiv Euclid
Steland, Ansgar; Rafajłowicz, Ewaryst Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application. (English) Zbl 1279.62165 J. Stat. Plann. Inference 145, 49-73 (2014). MSC: 62L12 60F05 65C05 62P12 PDFBibTeX XMLCite \textit{A. Steland} and \textit{E. Rafajłowicz}, J. Stat. Plann. Inference 145, 49--73 (2014; Zbl 1279.62165) Full Text: DOI
Székely, Gábor J.; Rizzo, Maria L. Energy statistics: a class of statistics based on distances. (English) Zbl 1278.62072 J. Stat. Plann. Inference 143, No. 8, 1249-1272 (2013). MSC: 62H05 62P35 PDFBibTeX XMLCite \textit{G. J. Székely} and \textit{M. L. Rizzo}, J. Stat. Plann. Inference 143, No. 8, 1249--1272 (2013; Zbl 1278.62072) Full Text: DOI
Székely, Gábor J.; Rizzo, Maria L. On the uniqueness of distance covariance. (English) Zbl 1471.62342 Stat. Probab. Lett. 82, No. 12, 2278-2282 (2012). MSC: 62G10 62H20 PDFBibTeX XMLCite \textit{G. J. Székely} and \textit{M. L. Rizzo}, Stat. Probab. Lett. 82, No. 12, 2278--2282 (2012; Zbl 1471.62342) Full Text: DOI
Györfi, László; Walk, Harro Strongly consistent nonparametric tests of conditional independence. (English) Zbl 1239.62050 Stat. Probab. Lett. 82, No. 6, 1145-1150 (2012). MSC: 62G10 62H12 62G30 PDFBibTeX XMLCite \textit{L. Györfi} and \textit{H. Walk}, Stat. Probab. Lett. 82, No. 6, 1145--1150 (2012; Zbl 1239.62050) Full Text: DOI
Hlávka, Zdeněk; Hušková, Marie; Meintanis, Simos G. Tests for independence in non-parametric heteroscedastic regression models. (English) Zbl 1327.62258 J. Multivariate Anal. 102, No. 4, 816-827 (2011). MSC: 62G08 62G10 62M10 62G20 PDFBibTeX XMLCite \textit{Z. Hlávka} et al., J. Multivariate Anal. 102, No. 4, 816--827 (2011; Zbl 1327.62258) Full Text: DOI
Rao, Murali; Seth, Sohan; Xu, Jianwu; Chen, Yunmei; Tagare, Hemant; Príncipe, José C. A test of independence based on a generalized correlation function. (English) Zbl 1203.94080 Signal Process. 91, No. 1, 15-27 (2011). MSC: 94A17 PDFBibTeX XMLCite \textit{M. Rao} et al., Signal Process. 91, No. 1, 15--27 (2011; Zbl 1203.94080) Full Text: DOI
Székely, Gábor J.; Rizzo, Maria L. Rejoinder: “Brownian distance covariance”. (English) Zbl 1284.62347 Ann. Appl. Stat. 3, No. 4, 1303-1308 (2009). MSC: 62H20 60J65 PDFBibTeX XMLCite \textit{G. J. Székely} and \textit{M. L. Rizzo}, Ann. Appl. Stat. 3, No. 4, 1303--1308 (2009; Zbl 1284.62347) Full Text: DOI arXiv
Gretton, Arthur; Fukumizu, Kenji; Sriperumbudur, Bharath K. Discussion of: Brownian distance covariance. (English) Zbl 1454.62175 Ann. Appl. Stat. 3, No. 4, 1285-1294 (2009). MSC: 62H20 60J65 PDFBibTeX XMLCite \textit{A. Gretton} et al., Ann. Appl. Stat. 3, No. 4, 1285--1294 (2009; Zbl 1454.62175) Full Text: DOI arXiv
Feuerverger, Andrey Discussion of: Brownian distance covariance. (English) Zbl 1454.62173 Ann. Appl. Stat. 3, No. 4, 1282-1284 (2009). MSC: 62H20 60J65 PDFBibTeX XMLCite \textit{A. Feuerverger}, Ann. Appl. Stat. 3, No. 4, 1282--1284 (2009; Zbl 1454.62173) Full Text: DOI arXiv
Meintanis, Simos G.; Iliopoulos, George Fourier methods for testing multivariate independence. (English) Zbl 1452.62389 Comput. Stat. Data Anal. 52, No. 4, 1884-1895 (2008). MSC: 62H15 62G10 62-08 PDFBibTeX XMLCite \textit{S. G. Meintanis} and \textit{G. Iliopoulos}, Comput. Stat. Data Anal. 52, No. 4, 1884--1895 (2008; Zbl 1452.62389) Full Text: DOI
Gretton, Arthur; Györfi, László Nonparametric independence tests: Space partitioning and kernel approaches. (English) Zbl 1156.62326 Freund, Yoav (ed.) et al., Algorithmic learning theory. 19th international conference, ALT 2008, Budapest, Hungary, October 13–16, 2008. Proceedings. Berlin: Springer (ISBN 978-3-540-87986-2/pbk). Lecture Notes in Computer Science 5254. Lecture Notes in Artificial Intelligence, 183-198 (2008). MSC: 62G10 62H15 PDFBibTeX XMLCite \textit{A. Gretton} and \textit{L. Györfi}, Lect. Notes Comput. Sci. 5254, 183--198 (2008; Zbl 1156.62326) Full Text: DOI
Achard, Sophie Asymptotic properties of a dimension-robust quadratic dependence measure. (English) Zbl 1188.62179 C. R., Math., Acad. Sci. Paris 346, No. 3-4, 213-216 (2008). MSC: 62H20 PDFBibTeX XMLCite \textit{S. Achard}, C. R., Math., Acad. Sci. Paris 346, No. 3--4, 213--216 (2008; Zbl 1188.62179) Full Text: DOI arXiv
Smola, Alex; Gretton, Arthur; Song, Le; Schölkopf, Bernhard A Hilbert space embedding for distributions. (English) Zbl 1142.68407 Hutter, Marcus (ed.) et al., Algorithmic learning theory. 18th international conference, ALT 2007, Sendai, Japan, October 1–4, 2007. Proceedings. Berlin: Springer (ISBN 978-3-540-75224-0/pbk). Lecture Notes in Computer Science 4754. Lecture Notes in Artificial Intelligence, 13-31 (2007). MSC: 68Q32 68T05 PDFBibTeX XMLCite \textit{A. Smola} et al., Lect. Notes Comput. Sci. 4754, 13--31 (2007; Zbl 1142.68407) Full Text: DOI
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno Asymptotic local efficiency of Cramér-von Mises tests for multivariate independence. (English) Zbl 1114.62058 Ann. Stat. 35, No. 1, 166-191 (2007). MSC: 62G10 62H15 62E20 62G20 PDFBibTeX XMLCite \textit{C. Genest} et al., Ann. Stat. 35, No. 1, 166--191 (2007; Zbl 1114.62058) Full Text: DOI arXiv
Bakirov, Nail K.; Rizzo, Maria L.; Székely, Gábor J. A multivariate nonparametric test of independence. (English) Zbl 1099.62042 J. Multivariate Anal. 97, No. 8, 1742-1756 (2006). MSC: 62G10 62H20 62E20 62H15 65C05 PDFBibTeX XMLCite \textit{N. K. Bakirov} et al., J. Multivariate Anal. 97, No. 8, 1742--1756 (2006; Zbl 1099.62042) Full Text: DOI
Bilodeau, M.; De Micheaux, P. Lafaye A multivariate empirical characteristic function test of independence with normal marginals. (English) Zbl 1070.62045 J. Multivariate Anal. 95, No. 2, 345-369 (2005). MSC: 62H15 62G30 62G10 62G20 62M99 62E20 60F05 PDFBibTeX XMLCite \textit{M. Bilodeau} and \textit{P. L. De Micheaux}, J. Multivariate Anal. 95, No. 2, 345--369 (2005; Zbl 1070.62045) Full Text: DOI
Albanese, Claudio; Jackson, Ken; Wiberg, Petter A new Fourier transform algorithm for value-at-risk. (English) Zbl 1405.91686 Quant. Finance 4, No. 3, 328-338 (2004). MSC: 91G60 65T50 91G10 PDFBibTeX XMLCite \textit{C. Albanese} et al., Quant. Finance 4, No. 3, 328--338 (2004; Zbl 1405.91686) Full Text: DOI Link
Johnson, Norman; Kotz, Samuel Some novel models of distributions over the unit square. (English) Zbl 1038.62048 J. Stat. Plann. Inference 109, No. 1-2, 3-30 (2003). MSC: 62H05 PDFBibTeX XMLCite \textit{N. Johnson} and \textit{S. Kotz}, J. Stat. Plann. Inference 109, No. 1--2, 3--30 (2003; Zbl 1038.62048) Full Text: DOI
Kotz, Samuel; Fang, Hong-Bin; Wei, Gang Multiple square tray distributions. (English) Zbl 1092.62545 Stat. Probab. Lett. 59, No. 2, 195-207 (2002). MSC: 62H05 62H10 PDFBibTeX XMLCite \textit{S. Kotz} et al., Stat. Probab. Lett. 59, No. 2, 195--207 (2002; Zbl 1092.62545) Full Text: DOI
Johnson, Norman L.; Kotz, Samuel Square tray distributions. (English) Zbl 1057.62502 Stat. Probab. Lett. 42, No. 2, 157-165 (1999). MSC: 62E10 62H10 62H20 PDFBibTeX XMLCite \textit{N. L. Johnson} and \textit{S. Kotz}, Stat. Probab. Lett. 42, No. 2, 157--165 (1999; Zbl 1057.62502) Full Text: DOI
Kankainen, A.; Ushakov, N. G. A consistent modification of a test for independence based on the empirical characteristic function. (English) Zbl 0931.62038 J. Math. Sci., New York 89, No. 5, 1486-1494 (1998). MSC: 62G10 62G20 PDFBibTeX XMLCite \textit{A. Kankainen} and \textit{N. G. Ushakov}, J. Math. Sci., New York 89, No. 5, 1486--1494 (1998; Zbl 0931.62038) Full Text: DOI
Fan, Yanqin Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function. (English) Zbl 0949.62044 J. Multivariate Anal. 62, No. 1, 36-63 (1997). Reviewer: Nariaki Sugiura (Tokyo) MSC: 62H15 62G10 62E20 62G30 PDFBibTeX XMLCite \textit{Y. Fan}, J. Multivariate Anal. 62, No. 1, 36--63 (1997; Zbl 0949.62044) Full Text: DOI