Testing for independence by the empirical characteristic function

DOI10.1016/0047-259X(85)90022-3zbMath0585.62097OpenAlexW2127961046MaRDI QIDQ1070713

Sándor Csörgö

Publication date: 1985

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(85)90022-3

zbMATH Keywords

weak convergenceGaussian processquadratic formempirical characteristic functionempirical independence processhypothesis of total independencemarginal empirical characteristic functionmaximum variance

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Characteristic functions; other transforms (60E10) Functional limit theorems; invariance principles (60F17)

Related Items (40)

A Class of Omnibus Tests for the Laplace Distribution based on the Empirical Characteristic Function ⋮ Reducing the computational cost of the ECF using a nuFFT: a fast and objective probability density estimation method ⋮ A measure of dependence for stable distributions ⋮ Multivariate nonparametric test of independence ⋮ Testing for spherical symmetry via the empirical characteristic function ⋮ An omnibus test for the two-sample problem using the empirical characteristic function ⋮ Testing serial independence with functional data ⋮ Detecting independence of random vectors: generalized distance covariance and Gaussian covariance ⋮ A distribution-free test of independence based on a modified mean variance index ⋮ Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation ⋮ Approximating the null distribution of a class of statistics for testing independence ⋮ Test of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear data ⋮ Tests for the multivariatek-sample problem based on the empirical characteristic function ⋮ IPCW approach for testing independence ⋮ General tests of conditional independence based on empirical processes indexed by functions ⋮ A link-free method for testing the significance of predictors ⋮ Strongly consistent nonparametric tests of conditional independence ⋮ Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient ⋮ On the estimation of the characteristic function in finite populations with applications ⋮ General tests of independence based on empirical processes indexed by functions ⋮ Rényi 100, quantitative and qualitative (in)dependence ⋮ Distance-based and RKHS-based dependence metrics in high dimension ⋮ Testing for serial independence in vector autoregressive models ⋮ Rearranged dependence measures ⋮ Change point analysis based on empirical characteristic functions ⋮ New measure of the bivariate asymmetry ⋮ A multivariate nonparametric test of independence ⋮ A new coefficient of correlation ⋮ Time-Varying Periodicity in Intraday Volatility ⋮ Two-sample tests based on empirical Hankel transforms ⋮ A consistent modification of a test for independence based on the empirical characteristic function ⋮ Discussion of: Brownian distance covariance ⋮ Fourier methods for testing multivariate independence ⋮ Statistical dependence: beyond Pearson's \(\rho\) ⋮ Fourier-type tests of mutual independence between functional time series ⋮ Distance multivariance: new dependence measures for random vectors ⋮ A multivariate empirical characteristic function test of independence with normal marginals ⋮ A consistent nonparametric test for serial independence ⋮ Unnamed Item ⋮ Implementing empirical characteristic function procedures

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Cramer-von Mises tests for independence
• Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process
• An asymptotic decomposition for multivariate distribution-free tests of independence
• A quadratic measure of deviation of two-dimensional density estimates and a test of independence
• Estimable Versions of Griffiths' Measure of Association
• Testing for Symmetry
• A goodness-of-fit test of simple hypotheses based on the empirical characteristic function
• Multivariate empirical characteristic functions
• A TEST OF INDEPENDENCE FOR BIVARIATE SYMMETRIC STABLE DISTRIBUTIONS
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• A Non-Parametric Test of Independence

This page was built for publication: Testing for independence by the empirical characteristic function