A multivariate empirical characteristic function test of independence with normal marginals

DOI10.1016/J.JMVA.2004.08.011MaRDI QIDQ2567124zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 29 September 2005

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2004.08.011

zbMATH Keywords

characteristic functionindependencemultivariate analysisserial independencestochastic processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Hypothesis testing in multivariate analysis (62H15) Inference from stochastic processes (62M99)

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Cited in

(29)

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• Fourier methods for testing multivariate independence
• Testing for independence by the empirical characteristic function
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• An independence test based on recurrence rates
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• Approximating the null distribution of a class of statistics for testing independence
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Uses Software

• AS 155

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