A multivariate empirical characteristic function test of independence with normal marginals

DOI10.1016/j.jmva.2004.08.011zbMath1070.62045OpenAlexW1996774793MaRDI 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

independencestochastic processescharacteristic functionmultivariate analysisserial independence

Mathematics Subject Classification ID

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

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Uses Software

• AS 155

Cites Work

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