A Class of Robust Independence Tests Based on Weighted Integrals of Empirical Characteristic Functions
- 15 December 2024
- journal article
- research article
- Published by Springer Nature in Acta Mathematica Sinica, English Series
- Vol. 40 (12) , 2921-2952
Abstract
No abstract availableKeywords
This publication has 34 references indexed in Scilit:
- Kronecker delta method for testing independence between two vectors in high-dimensionStatistical Papers, 2021
- Stable correlation and robust feature screeningScience China Mathematics, 2021
- The distance correlation-test of independence in high dimensionJournal of Multivariate Analysis, 2013
- Multivariate elliptically contoured stable distributions: theory and estimationComputational Statistics, 2013
- Permutation Tests for Complex Data2010
- Tests of independence among continuous random vectors based on Cramér–von Mises functionals of the empirical copula processJournal of Multivariate Analysis, 2009
- A test for the two-sample problem based on empirical characteristic functionsComputational Statistics & Data Analysis, 2008
- A Note on the Use of V and U Statistics in Nonparametric Models of RegressionAnnals of the Institute of Statistical Mathematics, 2006
- Elementary theory of rank tests1999
- Approximation Theorems of Mathematical Statistics1980