An independence test based on recurrence rates

DOI10.1016/j.jmva.2020.104624zbMath1442.62129arXiv1908.03305OpenAlexW3015248423MaRDI QIDQ2181733

Juan Kalemkerian, Diego Fernández

Publication date: 19 May 2020

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.03305

zbMATH Keywords

independence testsU-processrecurrence rates

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Statistics on metric spaces (62R20)

Related Items (1)

Goodness-of-fit test for count distributions with finite second moment

Uses Software

• IndependenceTests

Cites Work

• Measuring and testing dependence by correlation of distances
• Limit theorems for \(U\)-processes
• Brownian distance covariance
• Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
• Asymptotics in statistics: some basic concepts
• Tests of independence and randomness based on the empirical copula process
• Nonparametric tests of independence between random vectors
• A multivariate nonparametric test of independence
• A multivariate empirical characteristic function test of independence with normal marginals
• On the Independence of k Sets of Normally Distributed Statistical Variables
• Algorithmic Learning Theory
• A consistent multivariate test of association based on ranks of distances
• A NEW MEASURE OF RANK CORRELATION
• A Non-Parametric Test of Independence
• On a Measure of Dependence Between two Random Variables
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