A nonparametric measure of independence under a hypothesis of independent components

By M. Rosenblatt, B. E. Wahlen. 1992

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Kacper P. Chwialkowski
2. Arthur Gretton
3. Krikamol Muandet
4. Kenji Fukumizu
5. Bernhard Schölkopf
6. Qiang Liu
7. Bharath K. Sriperumbudur
8. David Lopez-Paz

Citations in the corpus

• A Kernel Independence Test for Random Processes (2014, background): “We assume k, l are characteristic kernels, meaning the mappings µX and µY (y) := EY l(Y, y) are injective embeddings of the probability measures to the corresponding RKHSs; i.e., distributions have unique embeddings (Fukumizu et al., 2008; Sriperumbudur et al., 2010).”
• Nonparametric Tests for Serial Independence Based on Quadratic Forms (2005, unknown): “Exact level tests are obtained by implementing a Monte Carlo procedure using permutations of the original observations.”