153 citations · 212 across the 15 of their papers we have counts for
7 papers · 1 filter
Bergsma--Dassios sign covariance with ties: a nonnegative decomposition and sharp bounds
Wicher Bergsma, Angelos Dassios
We construct tie-symmetrised extensions and of the unnormalised Hoeffding and Blum--Kiefer--Rosenblatt functionals and and prove, for every re…
Additive interaction modelling using I-priors
Wicher Bergsma, Haziq Jamil
Additive regression models with interactions are widely studied in the literature, using methods such as splines or Gaussian process regression. However, these methods can pose cha…
Discussion contribution "Functional models for time-varying random objects'' by Dubey and Müller (to appear in JRSS-B)
Wicher Bergsma
In an inspiring paper Dubey and Müller (DM) extend PCA to the case that observations are metric-valued functions. As an alternative, we develop a kernel PCA approach, which we show…
Regression with I-priors
Wicher Bergsma
The problem of estimating a parametric or nonparametric regression function in a model with normal errors is considered. For this purpose, a novel objective prior for the regressio…
Nonparametric testing of conditional independence by means of the partial copula
Wicher Bergsma
We propose a new method to test conditional independence of two real random variables and conditionally on an arbitrary third random variable . %with represent…
A note on the distribution of the partial correlation coefficient with nonparametrically estimated marginal regressions
Wicher Bergsma
There has been much interest in the nonparametric testing of conditional independence in the econometric and statistical literature, but the simplest and potentially most useful me…
A consistent test of independence based on a sign covariance related to Kendall's tau
Wicher Bergsma, Angelos Dassios
The most popular ways to test for independence of two ordinal random variables are by means of Kendall's tau and Spearman's rho. However, such tests are not consistent, only having…