Some new copula based distribution-free tests of independence among several random variables
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Publication:2082331
DOI10.1007/s13171-020-00207-2OpenAlexW3043333404MaRDI QIDQ2082331
Alok Goswami, Angshuman Roy, Anil Kumar Ghosh, Chivukula A. Murthy
Publication date: 4 October 2022
Published in: Sankhyā. Series A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.08987
Multivariate distribution of statistics (62H10) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)
Related Items (3)
Test of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear data ⋮ Copula versions of distance multivariance and dHSIC via the distributional transform – a general approach to construct invariant dependence measures ⋮ ECOPICA: empirical copula-based independent component analysis
Uses Software
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