Some new multivariate tests of independence
DOI10.3103/S1066530711030021zbMATH Open1398.62108OpenAlexW2041240704MaRDI QIDQ647754FDOQ647754
Authors: Salim Bouzebda 
Publication date: 24 November 2011
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1066530711030021
Recommendations
Gaussian processesstrong approximationdependence functiontests of independenceempirical copula processesweighted empirical copula process
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Measures of association (correlation, canonical correlation, etc.) (62H20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)
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Cited In (25)
- New two-sample tests based on the integrated empirical copula processes
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
- Discussion of ‘Multi-scale Fisher’s independence test for multivariate dependence’
- Multi-scale Fisher’s independence test for multivariate dependence
- Asymptotic properties of conditional U -statistics using delta sequences
- On the strong approximation of bootstrapped empirical copula processes with applications
- On a modification of the hoeffding-blum-kiefer-rosenblatt independence criterion
- Multivariate nonparametric test of independence
- Fourier methods for testing multivariate independence
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
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- A conditional distribution function-based measure for independence and \(K\)-sample tests in multivariate data
- Weak convergence of the conditional U-statistics for locally stationary functional time series
- New non-parametric tests for independence
- On tests for selection of variables and independence under multivariate regression models
- Exact distribution under independence of the diagonal section of the empirical copula
- The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications
- Weighted Multivariate Tests of Independence
- A new multiple testing method in the dependent case
- An extremal problem with applications to the problem of testing multivariate independence
- General tests of conditional independence based on empirical processes indexed by functions
- Some applications of the strong approximation of the integrated empirical copula processes
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