Multivariate nonparametric test of independence

DOI10.1016/j.jmva.2016.09.014zbMath1351.62104OpenAlexW2531795349MaRDI QIDQ2374408

Yanan Fan, Pierre Lafaye de Micheaux, Donna Mary Salopek, Spiridon I. Penev

Publication date: 15 December 2016

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.09.014

zbMATH Keywords

central limit theoremempirical characteristic functionmultivariate \(K\) sample independence

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (21)

Pairwise distance-based heteroscedasticity test for regressions ⋮ Computationally efficient approximations for independence tests in non-parametric regression ⋮ Tests of mutual independence among several random vectors using univariate and multivariate ranks of nearest neighbours ⋮ Optimal detection of weak positive latent dependence between two sequences of multiple tests ⋮ Distributed testing on mutual independence of massive multivariate data ⋮ On some consistent tests of mutual independence among several random vectors of arbitrary dimensions ⋮ Weak convergence of the weighted empirical beta copula process ⋮ Testing for serial independence in vector autoregressive models ⋮ Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors ⋮ On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence ⋮ Leveraging mixed and incomplete outcomes via reduced-rank modeling ⋮ New measure of the bivariate asymmetry ⋮ Time-Varying Periodicity in Intraday Volatility ⋮ Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence ⋮ Nonparametric tests of independence based on interpoint distances ⋮ Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin ⋮ Inferential procedures based on the integrated empirical characteristic function ⋮ Fourier-type tests of mutual independence between functional time series ⋮ Tests of serial dependence for multivariate time series with arbitrary distributions ⋮ Some new copula based distribution-free tests of independence among several random variables ⋮ Unnamed Item

Uses Software

• R
• energy
• IndependenceTests
• AS 155

Cites Work

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