An asymptotic decomposition for multivariate distribution-free tests of independence
DOI10.1016/0047-259X(81)90136-6zbMath0486.62043WikidataQ105583539 ScholiaQ105583539MaRDI QIDQ1164928
Publication date: 1981
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
asymptotic decompositionCramer-von Mises statisticsrank statisticsempirical measurestests of independencelimiting Gaussian processKarhunen-Loeve expansions
Multivariate distribution of statistics (62H10) Nonparametric hypothesis testing (62G10) Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Characteristic functions; other transforms (60E10)
Related Items (48)
Cites Work
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- Asymptotic distributions of multivariate rank order statistics
- On the Power of Certain Tests for Independence in Bivariate Populations
- On a cramér-von mises type statistic for testing bivariate independence
- A Class of Nonparametric Tests for Independence in Bivariate Populations
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Asymptotic Normality of Nonparametric Tests for Independence
- A Non-Parametric Test of Independence
- An Explicit Representation of a Stationary Gaussian Process
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