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

DOI10.1007/BF02362283MaRDI QIDQ1269980zbMATH OpenOpenAlexFDO

Authors K. Appert

Publication date 24 November 1998

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

Full work available at URL https://doi.org/10.1007/bf02362283

zbMATH Keywords

distribution freeempirical characteristic functiontest for independence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A Consistent Test for Bivariate Dependence
• A Non-Parametric Test of Independence
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• scientific article; zbMATH DE number 3565817 (Why is no real title available?)
• scientific article; zbMATH DE number 3622780 (Why is no real title available?)
• Limit behaviour of the empirical characteristic function
• Multivariate empirical characteristic functions
• Testing for independence by the empirical characteristic function

Cited in

(24)

• Fourier methods for testing multivariate independence
• On the estimation of the characteristic function in finite populations with applications
• General tests of independence based on empirical processes indexed by functions
• Testing for serial independence in vector autoregressive models
• New measure of the bivariate asymmetry
• Fourier-type tests of mutual independence between functional time series
• On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
• Multivariate nonparametric test of independence
• Approximating the null distribution of a class of statistics for testing 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
• Tests for the multivariatek-sample problem based on the empirical characteristic function
• scientific article; zbMATH DE number 5697128 (Why is no real title available?)
• On a modification of the hoeffding-blum-kiefer-rosenblatt independence criterion
• On nonparametric change point estimator based on empirical characteristic functions
• Omnibus tests for the error distribution in the linear regression model
• Discussion of: Brownian distance covariance
• General tests of conditional independence based on empirical processes indexed by functions
• Tests for independence in non-parametric heteroscedastic regression models
• Testing independence: count data case
• Powerful kernel-based association tests for multivariate responses
• Tests for normal mixtures based on the empirical characteristic function
• A smoothed bootstrap test for independence based on mutual information

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