Distance Metrics for Measuring Joint Dependence with Application to Causal Inference
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DOI: 10.1080/01621459.2018.1513364
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Cited by:
- Emanuele Borgonovo & Elmar Plischke & Giovanni Rabitti, 2022. "Interactions and computer experiments," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(3), pages 1274-1303, September.
- Yaxue Yan & Weijuan Liang & Banban Wang & Xiaoling Zhang, 2023. "Spillover effect among independent carbon markets: evidence from China’s carbon markets," Economic Change and Restructuring, Springer, vol. 56(5), pages 3065-3093, October.
- Roy, Angshuman & Ghosh, Anil K., 2020. "Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors," Statistics & Probability Letters, Elsevier, vol. 164(C).
- Kalinke, Florian & Szabo, Zoltan, 2024. "The minimax rate of HSIC estimation for translation-invariant kernel," LSE Research Online Documents on Economics 122819, London School of Economics and Political Science, LSE Library.
- Beaulieu Guillaume Boglioni & de Micheaux Pierre Lafaye & Ouimet Frédéric, 2021. "Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin," Dependence Modeling, De Gruyter, vol. 9(1), pages 424-438, January.
- Zhu, Hanbing & Li, Rui & Zhang, Riquan & Lian, Heng, 2020. "Nonlinear functional canonical correlation analysis via distance covariance," Journal of Multivariate Analysis, Elsevier, vol. 180(C).
- Marc Hallin & Simos Meintanis & Klaus Nordhausen, 2024. "Consistent Distribution–Free Affine–Invariant Tests for the Validity of Independent Component Models," Working Papers ECARES 2024-04, ULB -- Universite Libre de Bruxelles.
- Meintanis, Simos G. & Hušková, Marie & Hlávka, Zdeněk, 2022. "Fourier-type tests of mutual independence between functional time series," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
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