Some blum-kiefer-rosenblatt type tests for the joint independence of variables

DOI10.1080/03610929608831826MaRDI QIDQ4337255zbMATHOpenAlexFDO

Authors Ping Jing, Li-Xing Zhu

Publication date 12 March 2000

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929608831826

zbMATH Keywords

test of independencebootstrap methodnumber-theoretic methodprojection pursuit type statistic

Mathematics Subject Classification ID

Multivariate analysis (62H99)

Recommendations

• Testing independence in high dimensions
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• scientific article; zbMATH DE number 3909518
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Cites work

• scientific article; zbMATH DE number 3728384 (Why is no real title available?)
• A necessary test of goodness of fit for sphericity
• A test for multivariate normality based on sample entropy and projection pursuit
• Bootstrap methods: another look at the jackknife
• Confidence sets for a multivariate distribution
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• Gaussian characterization of uniform Donsker classes of functions
• Invariance principles for sums of Banach space valued random elements and empirical processes
• Projection pursuit

Cited in

(5)

• Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
• Two Wilson-Hilferty type approximations for the null distribution of the Blum, Kiefer and Rosenblatt test of bivariate independence
• Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
• Tests of independence and randomness based on the empirical copula process
• Tests of covariance matrix by using projection pursuit and bootstrap method

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