A consistent modification of a test for independence based on the empirical characteristic function

DOI10.1007/BF02362283zbMath0931.62038MaRDI QIDQ1269980

K. Appert

Publication date: 24 November 1998

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

empirical characteristic function; test for independence; distribution free

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

Related Items

Omnibus tests for the error distribution in the linear regression model, Discussion of: Brownian distance covariance, Tests for independence in non-parametric heteroscedastic regression models, Tests for normal mixtures based on the empirical characteristic function, A smoothed bootstrap test for independence based on mutual information, Fourier methods for testing multivariate independence, A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function, Change point analysis based on empirical characteristic functions, A Class of Omnibus Tests for the Laplace Distribution based on the Empirical Characteristic Function, Unnamed Item, Tests for the multivariatek-sample problem based on the empirical characteristic function

Cites Work

• Unnamed Item
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• Testing for independence by the empirical characteristic function
• Limit behaviour of the empirical characteristic function
• Multivariate empirical characteristic functions
• A Consistent Test for Bivariate Dependence
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• A Non-Parametric Test of Independence