Fourier methods for testing multivariate independence (Q1023517): Difference between revisions

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+Integrated squared error estimation of Cauchy parameters
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+Integrated squared error estimation of normal mixtures
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+A multivariate empirical characteristic function test of independence with normal marginals
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+Distribution Free Tests of Independence Based on the Sample Distribution Function
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+Q4272657
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+On the limiting distribution of and critical values for the multivariate Cramer-von Mises statistic
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+Q3685824
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+Testing for independence by the empirical characteristic function
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+Tests for location-scale families based on the empirical characteristic function
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+A multivariate version of Ghosh's \(T_{3}\)-plot to detect non-multinormality.
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+A Consistent Test for Bivariate Dependence
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+A nonparametric test of serial independence for time series and residuals
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+Testing multivariate symmetry
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+Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
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+A Non-Parametric Test of Independence
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+Testing for Pairwise Serial Independence Via the Empirical Distribution Function
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+A consistent modification of a test for independence based on the empirical characteristic function
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+Tests for normal mixtures based on the empirical characteristic function
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+Statistics for near independence in multivariate extreme values
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+Permutation tests for homogeneity based on the empirical characteristic function
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+Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market
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+Linear rank tests for independence in bivariate distributions-power comparisons by simulation
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+Selected Topics in Characteristic Functions
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+Empirical Characteristic Function Estimation and Its Applications
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