Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
From MaRDI portal
Publication:1012532
DOI10.1016/j.jmva.2008.10.013zbMath1159.62033MaRDI QIDQ1012532
Ivan Kojadinovic, Mark P. Holmes
Publication date: 21 April 2009
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2008.10.013
62G10: Nonparametric hypothesis testing
62G20: Asymptotic properties of nonparametric inference
62H15: Hypothesis testing in multivariate analysis
62G09: Nonparametric statistical resampling methods
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Uses Software
Cites Work
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