Note on Tests of Independence, A
- 20 June 2025
- book chapter
- Published by Springer Nature
- p. 1781-1785
Abstract
No abstract availableKeywords
This publication has 26 references indexed in Scilit:
- Tests of independence and randomness for arbitrary data using copula-based covariancesJournal of Multivariate Analysis, 2023
- Tests of serial dependence for multivariate time series with arbitrary distributionsJournal of Multivariate Analysis, 2022
- On testing for independence between the innovations of several time seriesCanadian Journal of Statistics, 2012
- Tests of independence among continuous random vectors based on Cramér–von Mises functionals of the empirical copula processJournal of Multivariate Analysis, 2009
- Nonparametric tests of independence between random vectorsJournal of Multivariate Analysis, 2007
- Local efficiency of a Cramér–von Mises test of independenceJournal of Multivariate Analysis, 2006
- A multivariate empirical characteristic function test of independence with normal marginalsJournal of Multivariate Analysis, 2005
- Test of independence and randomness based on the empirical copula processTEST, 2004
- A Nonparametric Test of Serial Independence for Time Series and ResidualsJournal of Multivariate Analysis, 2001
- An asymptotic decomposition for multivariate distribution-free tests of independenceJournal of Multivariate Analysis, 1981