Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics

30 November 2021

Papers citing "Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics"

5 / 5 papers shown

Title
Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements Bernard Bercu Jérémie Bigot Gauthier Thurin 32 0 0 04 Jul 2023
On the Finite-Sample Performance of Measure Transportation-Based Multivariate Rank Tests Marc Hallin Gilles Mordant 31 11 0 08 Nov 2021
Center-Outward R-Estimation for Semiparametric VARMA Models Marc Hallin Davide La Vecchia Han Liu 21 37 0 18 Oct 2019
Measuring and testing dependence by correlation of distances G. Székely Maria L. Rizzo N. K. Bakirov 177 2,577 0 28 Mar 2008
On the limiting distributions of multivariate depth-based rank sum statistics and related tests Y. Zuo Xuming He 99 61 0 01 Aug 2007