A multivariate version of Hoeffding's phi-square
DOI10.1016/J.JMVA.2010.07.006zbMATH Open1198.62056OpenAlexW2044093616MaRDI QIDQ604371FDOQ604371
Authors: Sandra Gaißer, Martin Ruppert, Friedrich Schmid 
Publication date: 10 November 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.07.006
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- scientific article; zbMATH DE number 2129928
copulanonparametric estimationstrong mixingweak convergenceempirical copula processnonparametric bootstrapmultivariate measure of association
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Central limit and other weak theorems (60F05)
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Cited In (18)
- Kernel-based tests for joint independence
- Mutual information as a measure of multivariate association: analytical properties and statistical estimation
- Parametric dependence between random vectors via copula-based divergence measures
- Sobolev convergence of empirical Bernstein copulas
- A measure of multivariate mutual complete dependence
- On metric spaces of subcopulas
- Some new copula based distribution-free tests of independence among several random variables
- A copula based ICA algorithm and its application to time series clustering
- A review of copula models for economic time series
- Tests of mutual independence among several random vectors using univariate and multivariate ranks of nearest neighbours
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
- Copula-based dependence measures
- On some consistent tests of mutual independence among several random vectors of arbitrary dimensions
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- Some copula-based tests of independence among several random variables having arbitrary probability distributions
- Test of independence for Hilbertian random variables
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- Hoeffding Identity, Multivariance And Multicorrelation
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