A chi-square-type test for covariances

DOI10.1080/10485250600687051zbMath1112.62038OpenAlexW2001724493MaRDI QIDQ5478898

Samantha Leorato

Publication date: 13 July 2006

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250600687051

zbMATH Keywords

empirical processestests of independenceKMT propertyKomlos-Major-Tusnady property

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

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