A multivariate version of Hoeffding's phi-square
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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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- scientific article; zbMATH DE number 2129928
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- A Non-Parametric Test of Independence
- A multivariate version of Gini's rank association coefficient
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- Block length selection in the bootstrap for time series
- Central limit theorems for empirical and U-processes of stationary mixing sequences
- Correlation and Complete Dependence of Random Variables
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Estimation of entropy and other functionals of a multivariate density
- MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
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- Multivariate concordance
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence
- Multivariate extensions of Spearman's rho and related statistics
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- Multivariate versions of Blomqvist's beta and Spearman's footrule
- Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence
- On measures of association and a related problem
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- Semiparametric estimation in copula models
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- The jackknife and the bootstrap for general stationary observations
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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
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
- Copula-based dependence measures
- Tests of mutual independence among several random vectors using univariate and multivariate ranks of nearest neighbours
- On some consistent tests of mutual independence among several random vectors of arbitrary dimensions
- A data depth based nonparametric test of independence between two random vectors
- Some copula-based tests of independence among several random variables having arbitrary probability distributions
- Multivariate extensions of Spearman's rho and related statistics
- Test of independence for Hilbertian random variables
- Hoeffding Identity, Multivariance And Multicorrelation
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