A test for independence of two multivariate samples

DOI10.3103/S1066530708010067zbMath1282.62147MaRDI QIDQ1019529

E. M. Sukhanova

Publication date: 2 June 2009

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

independence test; maximum of a Gaussian field; multivariate sample

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

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

60G70: Extreme value theory; extremal stochastic processes