Some new multivariate tests of independence (Q647754): Difference between revisions

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+A note on goodness-of-fit statistics with asymptotically normal distributions
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+Distribution Free Tests of Independence Based on the Sample Distribution Function
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+New two-sample tests based on the integrated empirical copula processes
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+On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes
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+\(K\)-sample problem using strong approximations of empirical copula processes
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+On the multivariate two-sample problem using strong approximations of the EDF
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+Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process
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+Invariance principles in probability for triangular arrays of B-valued random vectors and some applications
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+Weighted Multivariate Tests of Independence
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+A Karhunen-Loève expansion for a mean-centered Brownian bridge
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+A multivariate Bahadur-Kiefer representation for the empirical Copula process
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+Spacings-ratio empirical processes
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+On quadratic functionals of the Brownian sheet and related processes
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+Weak convergence of empirical copula processes
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+Understanding Relationships Using Copulas
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+On A Set Of Transformations of Gaussian Random Functions
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+An introduction to copulas.
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+On asymptotic efficiency of tests of fit based on the Deheuvels empirical process
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+Semiparametric estimation in copula models
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+Weak convergence and empirical processes. With applications to statistics
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