Asymptotic properties of a dimension-robust quadratic dependence measure

DOI10.1016/j.crma.2007.10.043zbMath1188.62179arXivmath/0609259OpenAlexW2038170906MaRDI QIDQ2472991

Sophie Achard

Publication date: 25 February 2008

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0609259

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (3)

DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES ⋮ A test of independence based on a generalized correlation function ⋮ Multivariate Wavelet Whittle Estimation in Long-range Dependence

Cites Work

• Characteristic-function-based independent component analysis
• Limit behaviour of the empirical characteristic function
• A quadratic measure of deviation of two-dimensional density estimates and a test of independence
• A Consistent Test for Bivariate Dependence
• Consistent independent component analysis and prewhitening
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• A Class of Statistics with Asymptotically Normal Distribution
• A Non-Parametric Test of Independence

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