A multivariate empirical characteristic function test of independence with normal marginals

DOI10.1016/j.jmva.2004.08.011zbMath1070.62045MaRDI QIDQ2567124

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

independence; stochastic processes; characteristic function; multivariate analysis; serial independence

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62H15: Hypothesis testing in multivariate analysis

60F05: Central limit and other weak theorems

62G30: Order statistics; empirical distribution functions

62M99: Inference from stochastic processes

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Uses Software

• AS 155

Cites Work

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