scientific article; zbMATH DE number 3622780
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Publication:4185658
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(11)- Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
- An asymptotic decomposition for multivariate distribution-free tests of independence
- A consistent modification of a test for independence based on the empirical characteristic function
- Tail behaviour of Gaussian processes with applications to the Brownian pillow.
- General tests of independence based on empirical processes indexed by functions
- On quadratic functionals of the Brownian sheet and related processes
- Independent block identification in multivariate time series
- Non-parametric weighted tests for independence based on empirical copula process
- General tests of conditional independence based on empirical processes indexed by functions
- A nonparametric distribution-free test of independence among continuous random vectors based on L₁-norm
- Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
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