Testing for independence by the empirical characteristic function
From MaRDI portal
Recommendations
- A multivariate empirical characteristic function test of independence with normal marginals
- scientific article; zbMATH DE number 5323637
- scientific article; zbMATH DE number 3913463
- Multivariate nonparametric test of independence
- A consistent test for multivariate normality based on the empirical characteristic function
Cites work
- scientific article; zbMATH DE number 3833123 (Why is no real title available?)
- scientific article; zbMATH DE number 3124312 (Why is no real title available?)
- scientific article; zbMATH DE number 3709423 (Why is no real title available?)
- scientific article; zbMATH DE number 3742409 (Why is no real title available?)
- scientific article; zbMATH DE number 3327849 (Why is no real title available?)
- A Non-Parametric Test of Independence
- A TEST OF INDEPENDENCE FOR BIVARIATE SYMMETRIC STABLE DISTRIBUTIONS
- A goodness-of-fit test of simple hypotheses based on the empirical characteristic function
- A quadratic measure of deviation of two-dimensional density estimates and a test of independence
- An asymptotic decomposition for multivariate distribution-free tests of independence
- Cramer-von Mises tests for independence
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Estimable Versions of Griffiths' Measure of Association
- Multivariate empirical characteristic functions
- Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process
- Testing for Symmetry
Cited in
(48)- Characteristic function-based hypothesis tests under weak dependence
- Testing serial independence with functional data
- An omnibus test for the two-sample problem using the empirical characteristic function
- General tests of conditional independence based on empirical processes indexed by functions
- Rényi 100, quantitative and qualitative (in)dependence
- Distance multivariance: new dependence measures for random vectors
- Testing independence of functional variables by angle covariance
- Distance-based and RKHS-based dependence metrics in high dimension
- Test of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear data
- scientific article; zbMATH DE number 1104013 (Why is no real title available?)
- A consistent modification of a test for independence based on the empirical characteristic function
- IPCW approach for testing independence
- Tests for the multivariatek-sample problem based on the empirical characteristic function
- Reducing the computational cost of the ECF using a nuFFT: a fast and objective probability density estimation method
- Inferring the finest pattern of mutual independence from data
- A Class of Omnibus Tests for the Laplace Distribution based on the Empirical Characteristic Function
- Time-varying periodicity in intraday volatility
- General tests of independence based on empirical processes indexed by functions
- Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
- A multivariate nonparametric test of independence
- Tests of mutual or serial independence of random vectors with applications
- Multivariate nonparametric test of independence
- Fourier methods for testing multivariate independence
- Implementing empirical characteristic function procedures
- Two-sample tests based on empirical Hankel transforms
- Testing for serial independence in vector autoregressive models
- A distribution-free test of independence based on a modified mean variance index
- Testing for spherical symmetry via the empirical characteristic function
- A multivariate empirical characteristic function test of independence with normal marginals
- On the estimation of the characteristic function in finite populations with applications
- A consistent nonparametric test for serial independence
- Change point analysis based on empirical characteristic functions
- Approximating the null distribution of a class of statistics for testing independence
- A link-free method for testing the significance of predictors
- A new coefficient of correlation
- Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient
- Rearranged dependence measures
- A survey of some recent developments in measures of association
- Testing Functional Connection between Two Random Variables
- New measure of the bivariate asymmetry
- Statistical dependence: beyond Pearson's \(\rho\)
- Fourier-type tests of mutual independence between functional time series
- A measure of dependence for stable distributions
- Specification tests for non-Gaussian structural vector autoregressions
- Detecting independence of random vectors: generalized distance covariance and Gaussian covariance
- Discussion of: Brownian distance covariance
- Strongly consistent nonparametric tests of conditional independence
- scientific article; zbMATH DE number 5323637 (Why is no real title available?)
This page was built for publication: Testing for independence by the empirical characteristic function
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1070713)