Fourier methods for testing multivariate independence

DOI10.1016/j.csda.2007.06.005zbMath1452.62389MaRDI QIDQ1023517

J. Martínez

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.06.005

zbMATH Keywords

empirical characteristic function; nonparametric test; multivariate distribution

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62G10: Nonparametric hypothesis testing

62H15: Hypothesis testing in multivariate analysis

Related Items

Goodness-of-fit tests for multivariate Laplace distributions, Tests for independence in non-parametric heteroscedastic regression models, A smoothed bootstrap test for independence based on mutual information, Goodness-of-fit tests based on empirical characteristic functions

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