Some new multivariate tests of independence
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Publication:647754
DOI10.3103/S1066530711030021zbMath1398.62108MaRDI QIDQ647754
Publication date: 24 November 2011
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
dependence function; Gaussian processes; strong approximation; tests of independence; empirical copula processes; weighted empirical copula process
62G07: Density estimation
62G10: Nonparametric hypothesis testing
60F05: Central limit and other weak theorems
62H20: Measures of association (correlation, canonical correlation, etc.)
62G30: Order statistics; empirical distribution functions
60F17: Functional limit theorems; invariance principles
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