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

DOI10.1080/03610929608831826zbMath0964.62508OpenAlexW1999328095MaRDI QIDQ4337255

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

bootstrap methodprojection pursuit type statistictest of independencenumber-theoretic method

Mathematics Subject Classification ID

Multivariate analysis (62H99)

Related Items (5)

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

Cites Work

• Unnamed Item
• Gaussian characterization of uniform Donsker classes of functions
• Projection pursuit
• Confidence sets for a multivariate distribution
• Bootstrap methods: another look at the jackknife
• A test for multivariate normality based on sample entropy and projection pursuit
• A necessary test of goodness of fit for sphericity
• Invariance principles for sums of Banach space valued random elements and empirical processes
• Distribution Free Tests of Independence Based on the Sample Distribution Function

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