Tests of independence and randomness for arbitrary data using copula-based covariances
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Publication:6200949
DOI10.1016/j.jmva.2023.105273arXiv2301.13259OpenAlexW4388968862MaRDI QIDQ6200949
Bruno Rémillard, Bouchra R. Nasri
Publication date: 25 March 2024
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2301.13259
independencerandomnessSpearman's rhomultilinear copulaSavages's coefficientVan der Waerden's coefficient
Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cites Work
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