Fourier methods for testing multivariate independence
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Publication:1023517
DOI10.1016/j.csda.2007.06.005zbMath1452.62389OpenAlexW2061200302MaRDI QIDQ1023517
Publication date: 12 June 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2007.06.005
Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)
Related Items (19)
Multivariate nonparametric test of independence ⋮ Testing for a class of bivariate exponential distributions ⋮ Computationally efficient approximations for independence tests in non-parametric regression ⋮ Bootstrap and permutation tests of independence for point processes ⋮ Approximating the null distribution of a class of statistics for testing independence ⋮ Tests for independence in non-parametric heteroscedastic regression models ⋮ On the estimation of the characteristic function in finite populations with applications ⋮ Applications of distance correlation to time series ⋮ An Updated Literature Review of Distance Correlation and Its Applications to Time Series ⋮ A new weighted rank coefficient of concordance ⋮ New weighted rank correlation coefficients sensitive to agreement on top and bottom rankings ⋮ Testing for serial independence in vector autoregressive models ⋮ A smoothed bootstrap test for independence based on mutual information ⋮ Goodness-of-fit tests based on empirical characteristic functions ⋮ Goodness-of-fit tests for multivariate Laplace distributions ⋮ On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence ⋮ New measure of the bivariate asymmetry ⋮ Two-sample tests based on empirical Hankel transforms ⋮ Fourier-type tests of mutual independence between functional time series
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