A GENERALIZATION OF TESTING INDEPENDENCE OF SETS OF VARIATES

DOI10.14490/JJSS1995.25.71MaRDI QIDQ4857116zbMATH OpenOpenAlexFDO

Authors Akio Suzukawa, Yoshiharu Sato

Publication date 8 April 1996

Published in JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14490/jjss1995.25.71

zbMATH Keywords

asymptotic expansions of the null distributionsBartlett-Nanda-Pillai's trace criterioncanonical correlationshypothesis of independenceLawley- Hotelling's tracelikelihood ratio statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

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(9)

• The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
• Test of independence for generalized Farlie-Gumbel-Morgenstern distributions
• Test of independence between tow sets of variates
• On the Moments and Density Function of Hotelling’s Trace and other Test Criteria Concerning Test of Independence Under Violation in the Complex Case
• scientific article; zbMATH DE number 168779 (Why is no real title available?)
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• A test of multivariate independence based on a single factor model
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• Good's and Mallows's enumerations of hypotheses of independence: a new proof and a discussion

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